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