The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences (Q6574598)

From MaRDI portal





scientific article; zbMATH DE number 7883129
Language Label Description Also known as
default for all languages
No label defined
    English
    The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences
    scientific article; zbMATH DE number 7883129

      Statements

      The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences (English)
      0 references
      0 references
      0 references
      18 July 2024
      0 references
      beta-binomial distribution
      0 references
      compound binomial model
      0 references
      dependence
      0 references
      economic capital
      0 references
      exchangeable random variables
      0 references
      maximum surplus
      0 references
      risk reserve
      0 references
      0 references
      0 references
      0 references

      Identifiers