Risk models based on copulas for premiums and claim sizes

DOI10.1080/03610926.2019.1662443OpenAlexW2972471038MaRDI QIDQ5079939

Yao Kang, De-Hui Wang, Jian-hua Cheng

Publication date: 30 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1662443

zbMATH Keywords

copularisk measurerisk modelpower series distributionstochastic premium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics (62-XX) Brownian motion (60J65)

Cites Work

• Unnamed Item
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• A Class of Random Variables with Discrete Distributions

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