On a risk model with dependence between interclaim arrivals and claim sizes (Q3440853)
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scientific article; zbMATH DE number 5158837
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On a risk model with dependence between interclaim arrivals and claim sizes |
scientific article; zbMATH DE number 5158837 |
Statements
On a risk model with dependence between interclaim arrivals and claim sizes (English)
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29 May 2007
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compound Poisson risk model
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Gerber-Shiu discounted penalty function
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defective renewal equation
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ruin probability
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0.96101594
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0.9457767
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0.93206084
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0.9254672
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0.9097035
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0.90824795
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0.90648466
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0.90288156
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0.9020559
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