The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences
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Publication:6574598
DOI10.1002/asmb.2415MaRDI QIDQ6574598
Serkan Eryilmaz, Ö. L. Gebizlioğlu
Publication date: 18 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
exchangeable random variablesdependencecompound binomial modelbeta-binomial distributioneconomic capitalrisk reservemaximum surplus
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