Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168): Difference between revisions

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Latest revision as of 20:32, 4 July 2024

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Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula
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    Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (English)
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    26 January 2012
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    compound Poisson risk model
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    copula
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    generalized Farlie-Gumbel-Morgenstern copulas
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    constant dividend barrier
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    ruin theory
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    dependence models
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    Gerber-Shiu discounted penalty function
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