On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.08.009 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2087754343 / rank | |||
Normal rank |
Revision as of 19:06, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula |
scientific article |
Statements
On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (English)
0 references
16 January 2009
0 references
compound Poisson risk model
0 references
copula
0 references
generalized Farlie-Gumbel-Morgenstern copulas
0 references
ruin theory
0 references
dependence models
0 references
Gerber-Shiu discounted penalty function
0 references