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Gerber-Shiu analysis on a perturbed risk model with tail dependence via spearman copula between claim size and claim arrival times - MaRDI portal

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Gerber-Shiu analysis on a perturbed risk model with tail dependence via spearman copula between claim size and claim arrival times (Q6552054)

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scientific article; zbMATH DE number 7861715
Language Label Description Also known as
English
Gerber-Shiu analysis on a perturbed risk model with tail dependence via spearman copula between claim size and claim arrival times
scientific article; zbMATH DE number 7861715

    Statements

    title
    Gerber-Shiu analysis on a perturbed risk model with tail dependence via spearman copula between claim size and claim arrival times (English)
    0 references
    author
    Lassané Sawadogo
    0 references
    Q6170169
    0 references
    Frédéric Béré
    0 references
    Mahamoudou Ouedraogo
    0 references
    publication date
    8 June 2024
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    zbMATH Keywords
    Gerber-Shiu functions
    0 references
    dependence
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    copula
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    integro-differential equation
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    Laplace transformation
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    probability of ruin
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    Identifiers

    Mathematics Subject Classification ID
    91B05
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    62H05
    0 references
    60K10
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    45J05
    0 references
    zbMATH DE Number
    7861715
    0 references
     
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