The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (Q4576974): Difference between revisions
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Revision as of 16:08, 21 February 2024
scientific article; zbMATH DE number 6901759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula |
scientific article; zbMATH DE number 6901759 |
Statements
The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula (English)
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11 July 2018
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dependent risk model
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distribution of the maximum surplus
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Farlie-Gumbel-Morgenstern copula
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integro-differential equation
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explicit distribution
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