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Ruin probability for a risk model based on the policy entrance process under negatively dependent claims - MaRDI portal

Ruin probability for a risk model based on the policy entrance process under negatively dependent claims (Q2859718)

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scientific article; zbMATH DE number 6230169
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English
Ruin probability for a risk model based on the policy entrance process under negatively dependent claims
scientific article; zbMATH DE number 6230169

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    19 November 2013
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    finite-time ruin probability
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    negative dependence random variables
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    class \({\mathcal L}\cap {\mathcal D}\)
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    potential claim size
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    Ruin probability for a risk model based on the policy entrance process under negatively dependent claims (English)
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