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GERBER-SHIU ANALYSIS ON A PERTURBED RISK MODEL WITH TAIL DEPENDENCE VIA SPEARMAN COPULA BETWEEN CLAIM SIZE AND CLAIM ARRIVAL TIMES

International Journal of Numerical Methods and Applications Pub Date : 2024-04-06 DOI:10.17654/0975045224007
Lassané Sawadogo, Delwendé Abdoul-Kabir Kafando, Frédéric Béré, Mahamoudou Ouedraogo
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格伯-修（GERBER-SHIU）通过索赔额与索赔到达时间之间的矛曼协约关系，对具有尾部依赖性的扰动风险模型进行分析
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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International Journal of Numerical Methods and Applications
International Journal of Numerical Methods and Applications
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