Monte Carlo simulation of the moments of a copula-dependent risk process with Weibull interwaiting time
Year of publication: |
2021
|
---|---|
Authors: | Alhabshi, Sharifah Farah Syed Yusoff ; Zamzuri, Zamira Hasanah ; Ramli, Siti Norafidah Mohd |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 9.2021, 6, p. 1-13
|
Publisher: |
Basel : MDPI |
Subject: | aggregate discounted claims | overdispersed counting process | value-at-risk | solvencycapital requirement | premium principle |
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