The ruin probabilities for the two-dimensional risk model based on Copula dependence

DOI10.1360/012011-292zbMath1488.91109OpenAlexW2322429843MaRDI QIDQ5017757

Yi-Bin Yu

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012011-292

zbMATH Keywords

ruin probabilitycompound Poisson modelcompound binomial modeltwo-dimensional risk modelcopula ruin probabilities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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