On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.08.009 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2087754343 / rank
 
Normal rank

Revision as of 18:06, 19 March 2024

scientific article
Language Label Description Also known as
English
On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
scientific article

    Statements

    On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (English)
    0 references
    0 references
    0 references
    0 references
    16 January 2009
    0 references
    compound Poisson risk model
    0 references
    copula
    0 references
    generalized Farlie-Gumbel-Morgenstern copulas
    0 references
    ruin theory
    0 references
    dependence models
    0 references
    Gerber-Shiu discounted penalty function
    0 references

    Identifiers