Explicit ruin formulas for models with dependence among risks (Q2276228)
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scientific article; zbMATH DE number 5934647
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| default for all languages | No label defined |
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| English | Explicit ruin formulas for models with dependence among risks |
scientific article; zbMATH DE number 5934647 |
Statements
Explicit ruin formulas for models with dependence among risks (English)
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1 August 2011
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ruin probability
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frailty models
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mixing
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Archimedean copulas
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completely monotone distributions
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0.9286134
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0.9208918
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0.9102788
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0.9098611
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0.9094084
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0.9050652
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0.90349495
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0.90012383
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0.8996157
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