Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model

DOI10.1080/03610926.2018.1429628OpenAlexW2792348429MaRDI QIDQ5078418

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1429628

zbMATH Keywords

Laplace transform insurance company ruin probability risk model dependent claims

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric inference (62F99) Statistics of extreme values; tail inference (62G32)

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