Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753): Difference between revisions
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Revision as of 10:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes on the discounted aggregate claims in a time dependent risk model |
scientific article |
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Extremes on the discounted aggregate claims in a time dependent risk model (English)
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22 February 2011
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compound Poisson risk model
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dependence
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discounted aggregate loss
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subexponential distribution
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value-at-risk
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