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On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading - MaRDI portal

On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893)

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scientific article; zbMATH DE number 7712311
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On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading
scientific article; zbMATH DE number 7712311

    Statements

    title
    On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (English)
    0 references
    author
    R. L. Gudmundarson
    0 references
    Manuel C. Guerra
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    Alexandra Moura
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    publication date
    13 July 2023
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    cites work
    Q3560912
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    Q2890526
    0 references
    Q3228986
    0 references
    Q4452862
    0 references
    Q2771732
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    Aspects of risk theory
    0 references
    Q4657106
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    Q3523756
    0 references
    Q5434181
    0 references

    Identifiers

    zbMATH DE Number
    7712311
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    Wikidata QID
    Q114219859
    0 references
     
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