The risk process with dependence based on FGM copula under a multi-layer dividend strategy (Q2992018)
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scientific article; zbMATH DE number 6610881
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| English | The risk process with dependence based on FGM copula under a multi-layer dividend strategy |
scientific article; zbMATH DE number 6610881 |
Statements
10 August 2016
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dependence structure
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multi-layer dividend strategy
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Farlie-Gumbel-Morgenstern copula
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Gerber-Shiu function
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defective renewal equation
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0.8888153433799744
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0.8849418759346008
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0.8783683180809021
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0.8761669993400574
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