Ruin estimation in multivariate models with Clayton dependence structure (Q5430561)
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scientific article; zbMATH DE number 5220288
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin estimation in multivariate models with Clayton dependence structure |
scientific article; zbMATH DE number 5220288 |
Statements
Ruin estimation in multivariate models with Clayton dependence structure (English)
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16 December 2007
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Clayton copula
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Lévy copula
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multivariate dependence
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ruin probability
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