Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Probability of ruin in discrete insurance risk model with dependent Pareto claims |
scientific article |
Statements
Probability of ruin in discrete insurance risk model with dependent Pareto claims (English)
0 references
12 May 2020
0 references
actuarial science
0 references
compound binomial risk model
0 references
dependence by mixture
0 references
discrete Pareto distribution
0 references
geometric distribution
0 references
heavy tail
0 references
mixture
0 references
power law
0 references
ruin probability
0 references
zero-altered distribution
0 references
zero-inflated distribution
0 references
zero-modified distribution
0 references