Moments of discounted aggregate claims with dependence based on Spearman copula (Q2175836)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of discounted aggregate claims with dependence based on Spearman copula |
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Moments of discounted aggregate claims with dependence based on Spearman copula (English)
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30 April 2020
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compound Poisson risk process
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dependence
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Spearman copula
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approximation of bivariate copulas
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discounted aggregate claims
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