On the discrete-time compound renewal risk model with dependence

DOI10.1016/j.insmatheco.2008.06.003zbMath1167.91013OpenAlexW1996047024MaRDI QIDQ1017767

Étienne Marceau

Publication date: 12 May 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.06.003

zbMATH Keywords

copulasruin theoryadjustment coefficientdependencerenewal risk modelbivariate distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic models in economics (91B70)

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