Dependence properties and bounds for ruin probabilities in multivariate compound risk models (Q2370525)
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scientific article; zbMATH DE number 5167187
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| English | Dependence properties and bounds for ruin probabilities in multivariate compound risk models |
scientific article; zbMATH DE number 5167187 |
Statements
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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0.8573905825614929
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0.8501760959625244
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0.8289807438850403
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0.8194494843482971
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0.8168781995773315
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