Ruin estimation in multivariate models with Clayton dependence structure

Author: Bregman Yuliya  

Publisher: Taylor & Francis Ltd

ISSN: 0346-1238

Source: Scandinavian Actuarial Journal, Vol.2005, Iss.6, 2005-11, pp. : 462-480

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract