On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (Q2979967): Difference between revisions
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Revision as of 21:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy |
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On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy (English)
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27 April 2017
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compound Poisson risk model
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dependence
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expected discounted penalty function
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Farlie-Gumbel-Morgenstern copula
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multi-layer dividend strategy
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