A time-series risk model with constant interest for dependent classes of business (Q997080)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A time-series risk model with constant interest for dependent classes of business |
scientific article |
Statements
A time-series risk model with constant interest for dependent classes of business (English)
0 references
19 July 2007
0 references
ACBVE
0 references
adjustment coefficient
0 references
Lundberg-type inequality
0 references
multivariate autoregressive model
0 references
net-profit condition
0 references
ruin probability
0 references