On finite-time ruin probabilities in a generalized dual risk model with dependence (Q726237)
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scientific article; zbMATH DE number 6602333
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| English | On finite-time ruin probabilities in a generalized dual risk model with dependence |
scientific article; zbMATH DE number 6602333 |
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On finite-time ruin probabilities in a generalized dual risk model with dependence (English)
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8 July 2016
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dual (dependent) risk model
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finite-time ruin probability
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capital allocation
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alarm time
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(exponential) classical Appell polynomials
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0.95055294
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0.9482439
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0.93314236
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0.93291116
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0.9301888
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0.93002677
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0.9208064
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