On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q105583630, #quickstatements; #temporary_batch_1711015421434 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q105583630 / rank | |||
Normal rank | |||
Revision as of 12:13, 21 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
