Compound Poisson approximations for individual models with dependent risks.

DOI10.1016/S0167-6687(02)00205-6zbMath1055.91050OpenAlexW1968732227MaRDI QIDQ1413385

Christian Genest, Étienne Marceau, M'hamed Mesfioui

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00205-6

zbMATH Keywords

CopulaIndividual risk modelCollective risk model

Mathematics Subject Classification ID

Related Items (17)

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