Multirisks model and finite-time ruin probabilities (Q1419399)
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scientific article; zbMATH DE number 2027194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multirisks model and finite-time ruin probabilities |
scientific article; zbMATH DE number 2027194 |
Statements
Multirisks model and finite-time ruin probabilities (English)
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14 January 2004
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multiple risks
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discrete-time model
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probabilities of ruin
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polynomial structure
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numerical evaluation
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orthant dependence
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concordance order
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