The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487): Difference between revisions
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Property / author: Yang Yang / rank | |||
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / Mathematics Subject Classification ID: 60K10 / rank | |||
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Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / Mathematics Subject Classification ID: 60F10 / rank | |||
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Property / zbMATH DE Number: 6354111 / rank | |||
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finite-time ruin probability | |||
Property / zbMATH Keywords: finite-time ruin probability / rank | |||
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subexponential distribution | |||
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compound renewal risk model | |||
Property / zbMATH Keywords: compound renewal risk model / rank | |||
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ordinary renewal risk model | |||
Property / zbMATH Keywords: ordinary renewal risk model / rank | |||
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dependence | |||
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Revision as of 13:29, 30 June 2023
scientific article
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English | The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims |
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Statements
The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (English)
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13 October 2014
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finite-time ruin probability
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subexponential distribution
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compound renewal risk model
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ordinary renewal risk model
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dependence
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