Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (Q2514625)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes |
scientific article |
Statements
Ruin measures for a compound Poisson risk model with dependence based on the Spearman copula and the exponential claim sizes (English)
0 references
3 February 2015
0 references
compound Poisson risk model
0 references
copula
0 references
ruin theory
0 references
Spearman copula
0 references
Gerber-Shiu discounted penalty function
0 references
0 references
0 references
0 references
