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The discrete-time risk model with correlated classes of business - MaRDI portal

The discrete-time risk model with correlated classes of business (Q1584511)

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scientific article; zbMATH DE number 1525137
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The discrete-time risk model with correlated classes of business
scientific article; zbMATH DE number 1525137

    Statements

    The discrete-time risk model with correlated classes of business (English)
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    2000
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    Correlated aggregate claims
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    Shock models
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    Ruin probability
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    Adjustment coefficient
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