Explicit ruin formulas for models with dependence among risks (Q2276228)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit ruin formulas for models with dependence among risks |
scientific article |
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Explicit ruin formulas for models with dependence among risks (English)
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1 August 2011
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ruin probability
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frailty models
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mixing
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Archimedean copulas
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completely monotone distributions
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