Extremes and products of multivariate AC-product risks (Q2442532)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes and products of multivariate AC-product risks |
scientific article |
Statements
Extremes and products of multivariate AC-product risks (English)
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3 April 2014
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AC-product distribution
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Sarmanov distribution
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random deflators
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risk aggregation
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ruin probability
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