The discrete-time risk model with correlated classes of business (Q1584511)
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scientific article; zbMATH DE number 1525137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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