The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences (Q6574598)

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scientific article; zbMATH DE number 7883129
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The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences
scientific article; zbMATH DE number 7883129

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    The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences (English)
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    18 July 2024
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    beta-binomial distribution
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    compound binomial model
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    dependence
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    economic capital
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    exchangeable random variables
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    maximum surplus
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    risk reserve
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