Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability of ruin in discrete insurance risk model with dependent Pareto claims |
scientific article |
Statements
Probability of ruin in discrete insurance risk model with dependent Pareto claims (English)
0 references
12 May 2020
0 references
actuarial science
0 references
compound binomial risk model
0 references
dependence by mixture
0 references
discrete Pareto distribution
0 references
geometric distribution
0 references
heavy tail
0 references
mixture
0 references
power law
0 references
ruin probability
0 references
zero-altered distribution
0 references
zero-inflated distribution
0 references
zero-modified distribution
0 references
