Collective risk models with FGM dependence

DOI10.1080/03461238.2024.2401390MaRDI QIDQ6997998zbMATH OpenFDO

Authors Christopher Blier-Wong, Hélène Cossette, É. Marceau

Publication date 11 April 2025

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Laplace transform (44A10)

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