Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure
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Publication:2444715
DOI10.1016/j.insmatheco.2012.01.007zbMath1284.91257MaRDI QIDQ2444715
Publication date: 10 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.01.007
62H20: Measures of association (correlation, canonical correlation, etc.)
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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