scientific article; zbMATH DE number 7529514

zbMath1492.91082MaRDI QIDQ5077801

Stanisław Heilpern

Publication date: 20 May 2022

Full work available at URL: https://ord.pwr.edu.pl/Issues/2010/vol20/p162

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

copulaMarkov chainrisk processdependenceprobability of ruin

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Risk models (general) (91B05)

Cites Work

• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
• An introduction to copulas. Properties and applications
• Bivariate Survival Models Induced by Frailties
• Ruin Probabilities in the Compound Markov Binomial Model
• Understanding Relationships Using Copulas

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