Probability of ruin in discrete insurance risk model with dependent Pareto claims
DOI10.1515/demo-2019-0011zbMath1439.62214OpenAlexW2956997962MaRDI QIDQ2178940
Corina Constantinescu, Tomasz J. Kozubowski, Haoyu H. Qian
Publication date: 12 May 2020
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2019-0011
mixtureruin probabilityheavy tailpower lawgeometric distributionactuarial sciencecompound binomial risk modelzero-modified distributionzero-inflated distributiondiscrete Pareto distributionzero-altered distributiondependence by mixture
Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Risk models (general) (91B05)
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Cites Work
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