A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (Q2355360)
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scientific article; zbMATH DE number 6462147
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| English | A ruin model with compound Poisson income and dependence between claim sizes and claim intervals |
scientific article; zbMATH DE number 6462147 |
Statements
A ruin model with compound Poisson income and dependence between claim sizes and claim intervals (English)
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22 July 2015
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discounted penalty function
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Laplace transform
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ruin model
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dependence
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0.9498430490493774
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0.9203163385391236
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0.8946183919906616
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0.8918542861938477
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0.8819286823272705
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