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Insurance / Mathematics & economics
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Distorted mix method for constructing copulas with tail dependence
Li, Lujun
;
Yuen, K. C.
;
Yang, Jingping
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 77-89
Persistent link: https://www.econbiz.de/10010402723
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2
Ruin probabilities for time-correlated claims in the compound binomial model
Yuen, K.C.
;
Guo, J.Y.
- In:
Insurance / Mathematics & economics
29
(
2001
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10006900663
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