Ultimate ruin probability for a time-series risk model with dependent classes of insurance business (Q3566024)
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scientific article; zbMATH DE number 5717344
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| English | Ultimate ruin probability for a time-series risk model with dependent classes of insurance business |
scientific article; zbMATH DE number 5717344 |
Statements
7 June 2010
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adjustment coefficient
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bivariate exponential distribution
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bivariate gamma distribution
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discrete-time risk model
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multivariate autoregressive model
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time series
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ultimate ruin probability
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0.8772746324539185
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0.869982898235321
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0.8452105522155762
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