A time-series risk model with constant interest for dependent classes of business (Q997080)
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scientific article; zbMATH DE number 5173168
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| English | A time-series risk model with constant interest for dependent classes of business |
scientific article; zbMATH DE number 5173168 |
Statements
A time-series risk model with constant interest for dependent classes of business (English)
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19 July 2007
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ACBVE
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adjustment coefficient
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Lundberg-type inequality
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multivariate autoregressive model
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net-profit condition
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ruin probability
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0.8772746324539185
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0.8399950265884399
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0.8319814205169678
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0.8126987814903259
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0.8085140585899353
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