Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753)
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scientific article; zbMATH DE number 5855859
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| English | Extremes on the discounted aggregate claims in a time dependent risk model |
scientific article; zbMATH DE number 5855859 |
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Extremes on the discounted aggregate claims in a time dependent risk model (English)
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22 February 2011
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compound Poisson risk model
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dependence
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discounted aggregate loss
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subexponential distribution
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value-at-risk
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0.8992497324943542
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0.8558667302131653
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0.8536978363990784
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0.8485492467880249
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