Multirisks model and finite-time ruin probabilities
type: Item
instance of: scholarly article
title: Multirisks model and finite-time ruin probabilities
zbMATH Open document ID: 1035.62109
DOI: 10.1023/A:1026287204089
author: Philippe Picard
author: I. Coulibaly
author: Claude Lefèvre
published in: Methodology and Computing in Applied Probability
publication date: 2004-01-14T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2027194
zbMATH Keywords: multiple risks
zbMATH Keywords: discrete-time model
zbMATH Keywords: probabilities of ruin
zbMATH Keywords: polynomial structure
zbMATH Keywords: numerical evaluation
zbMATH Keywords: orthant dependence
zbMATH Keywords: concordance order
MaRDI profile type: Publication
full work available at URL: a:1026287204089
OpenAlex ID: W1585105899
description: scientific article; zbMATH DE number 2027194