A ruin model with random income and dependence between claim sizes and claim intervals (Q601953)
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scientific article; zbMATH DE number 5808640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A ruin model with random income and dependence between claim sizes and claim intervals |
scientific article; zbMATH DE number 5808640 |
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A ruin model with random income and dependence between claim sizes and claim intervals (English)
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29 October 2010
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ruin model
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expected discounted penalty function
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dependence
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ruin probability
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