A dynamic bivariate common shock model with cumulative effect and its actuarial application (Q4562053): Difference between revisions
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Revision as of 16:23, 5 March 2024
scientific article; zbMATH DE number 6993726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic bivariate common shock model with cumulative effect and its actuarial application |
scientific article; zbMATH DE number 6993726 |
Statements
A dynamic bivariate common shock model with cumulative effect and its actuarial application (English)
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14 December 2018
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common shock model
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shot noise process
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joint life
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stochastic dependence
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life annuities
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