Ruin estimation in multivariate models with Clayton dependence structure (Q5430561)
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scientific article; zbMATH DE number 5220288
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| English | Ruin estimation in multivariate models with Clayton dependence structure |
scientific article; zbMATH DE number 5220288 |
Statements
Ruin estimation in multivariate models with Clayton dependence structure (English)
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16 December 2007
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Clayton copula
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Lévy copula
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multivariate dependence
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ruin probability
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0.8940216
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0.8854606
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0.88253117
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0.8778018
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0.87718254
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0.87590003
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0.87561524
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0.8749428
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0.87289816
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