Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times |
scientific article |
Statements
Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (English)
0 references
10 June 2009
0 references
bivariate exponential
0 references
bivariate gamma
0 references
dependent claim sizes and claim counts
0 references
ultimate ruin probability
0 references
0 references
