Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence properties and bounds for ruin probabilities in multivariate compound risk models |
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Dependence properties and bounds for ruin probabilities in multivariate compound risk models (English)
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26 June 2007
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multivariate risk model
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ruin probability
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multivariate phase-type distribution
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Marshall-Olkin distribution
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supermodular comparison
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association
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