Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985): Difference between revisions
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Revision as of 09:43, 20 February 2024
scientific article
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English | Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times |
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Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (English)
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3 May 2010
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heavy tail
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negatively lower orthant dependent
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negatively quadrant dependent
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renewal model
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ruin probability
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