The predictor of exponential premium based on copula dependent risk model

DOI10.16357/J.CNKI.ISSN1000-5862.2018.01.04MaRDI QIDQ4688362zbMATH OpenFDO

Authors Mengying du, Yi Zhang, Limin Wen

Publication date 22 October 2018

Full work available at URL https://doi.org/10.16357/J.CNKI.ISSN1000-5862.2018.01.04

zbMATH Keywords

Clayton copulacopula functiondependent riskexponential premium principle

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

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• Statistical inferences of risk premium under the generalized exponential premium theory

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