On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551): Difference between revisions
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Revision as of 14:21, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula |
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On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (English)
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16 January 2009
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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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ruin theory
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dependence models
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Gerber-Shiu discounted penalty function
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