A note on compound renewal risk models with dependence (Q2345669)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on compound renewal risk models with dependence |
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A note on compound renewal risk models with dependence (English)
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22 May 2015
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ruin measures
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bivariate distributions
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copulas
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light-tailed claim distributions
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change of measure techniques
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importance sampling
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