Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (Q660168): Difference between revisions
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Revision as of 22:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula |
scientific article |
Statements
Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula (English)
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26 January 2012
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compound Poisson risk model
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copula
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generalized Farlie-Gumbel-Morgenstern copulas
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constant dividend barrier
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ruin theory
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dependence models
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Gerber-Shiu discounted penalty function
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