A perturbed risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q3306305)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7233663
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A perturbed risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula |
scientific article; zbMATH DE number 7233663 |
Statements
12 August 2020
0 references
time-dependent claims
0 references
Gerber-Shiu function
0 references
Laplace transform
0 references
defective renewal equation
0 references
ruin probability
0 references
0.9491624236106871
0 references
0.9087854623794556
0 references
0.90176260471344
0 references
0.8991183042526245
0 references
