Ruin Probabilities in an Erlang Risk Model with Dependence Structure Based on an Independent Gamma-Distributed Time Window
Year of publication: |
[2023]
|
---|---|
Authors: | Zhu, Wei |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomodell | Risk model | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
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