Matches in SemOpenAlex for { <https://semopenalex.org/work/W2087754343> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2087754343 endingPage "455" @default.
- W2087754343 startingPage "444" @default.
- W2087754343 abstract "In this paper we consider an extension to the classical compound Poisson risk model in which we introduce a dependence structure between the claim amounts and the interclaim time. This structure is embedded via a generalized Farlie–Gumbel–Morgenstern copula. In this framework, we derive the Laplace transform of the Gerber–Shiu discounted penalty function. An explicit expression for the Laplace transform of the time of ruin is given for exponential claim sizes." @default.
- W2087754343 created "2016-06-24" @default.
- W2087754343 creator A5039784358 @default.
- W2087754343 creator A5055901651 @default.
- W2087754343 creator A5067755547 @default.
- W2087754343 date "2008-12-01" @default.
- W2087754343 modified "2023-10-12" @default.
- W2087754343 title "On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula" @default.
- W2087754343 cites W1521841036 @default.
- W2087754343 cites W1794254705 @default.
- W2087754343 cites W1973085653 @default.
- W2087754343 cites W1981137970 @default.
- W2087754343 cites W2021047139 @default.
- W2087754343 cites W2040707473 @default.
- W2087754343 cites W2127038280 @default.
- W2087754343 cites W2163402412 @default.
- W2087754343 doi "https://doi.org/10.1016/j.insmatheco.2008.08.009" @default.
- W2087754343 hasPublicationYear "2008" @default.
- W2087754343 type Work @default.
- W2087754343 sameAs 2087754343 @default.
- W2087754343 citedByCount "105" @default.
- W2087754343 countsByYear W20877543432012 @default.
- W2087754343 countsByYear W20877543432013 @default.
- W2087754343 countsByYear W20877543432014 @default.
- W2087754343 countsByYear W20877543432015 @default.
- W2087754343 countsByYear W20877543432016 @default.
- W2087754343 countsByYear W20877543432017 @default.
- W2087754343 countsByYear W20877543432018 @default.
- W2087754343 countsByYear W20877543432019 @default.
- W2087754343 countsByYear W20877543432020 @default.
- W2087754343 countsByYear W20877543432021 @default.
- W2087754343 countsByYear W20877543432022 @default.
- W2087754343 countsByYear W20877543432023 @default.
- W2087754343 crossrefType "journal-article" @default.
- W2087754343 hasAuthorship W2087754343A5039784358 @default.
- W2087754343 hasAuthorship W2087754343A5055901651 @default.
- W2087754343 hasAuthorship W2087754343A5067755547 @default.
- W2087754343 hasConcept C100906024 @default.
- W2087754343 hasConcept C105795698 @default.
- W2087754343 hasConcept C134306372 @default.
- W2087754343 hasConcept C137610916 @default.
- W2087754343 hasConcept C147581598 @default.
- W2087754343 hasConcept C149782125 @default.
- W2087754343 hasConcept C151376022 @default.
- W2087754343 hasConcept C17618745 @default.
- W2087754343 hasConcept C199360897 @default.
- W2087754343 hasConcept C2778029271 @default.
- W2087754343 hasConcept C28826006 @default.
- W2087754343 hasConcept C2986432223 @default.
- W2087754343 hasConcept C33923547 @default.
- W2087754343 hasConcept C41008148 @default.
- W2087754343 hasConcept C55350006 @default.
- W2087754343 hasConcept C97937538 @default.
- W2087754343 hasConceptScore W2087754343C100906024 @default.
- W2087754343 hasConceptScore W2087754343C105795698 @default.
- W2087754343 hasConceptScore W2087754343C134306372 @default.
- W2087754343 hasConceptScore W2087754343C137610916 @default.
- W2087754343 hasConceptScore W2087754343C147581598 @default.
- W2087754343 hasConceptScore W2087754343C149782125 @default.
- W2087754343 hasConceptScore W2087754343C151376022 @default.
- W2087754343 hasConceptScore W2087754343C17618745 @default.
- W2087754343 hasConceptScore W2087754343C199360897 @default.
- W2087754343 hasConceptScore W2087754343C2778029271 @default.
- W2087754343 hasConceptScore W2087754343C28826006 @default.
- W2087754343 hasConceptScore W2087754343C2986432223 @default.
- W2087754343 hasConceptScore W2087754343C33923547 @default.
- W2087754343 hasConceptScore W2087754343C41008148 @default.
- W2087754343 hasConceptScore W2087754343C55350006 @default.
- W2087754343 hasConceptScore W2087754343C97937538 @default.
- W2087754343 hasIssue "3" @default.
- W2087754343 hasLocation W20877543431 @default.
- W2087754343 hasOpenAccess W2087754343 @default.
- W2087754343 hasPrimaryLocation W20877543431 @default.
- W2087754343 hasRelatedWork W1998753886 @default.
- W2087754343 hasRelatedWork W2031397432 @default.
- W2087754343 hasRelatedWork W2086678551 @default.
- W2087754343 hasRelatedWork W2087754343 @default.
- W2087754343 hasRelatedWork W2102326097 @default.
- W2087754343 hasRelatedWork W2129898321 @default.
- W2087754343 hasRelatedWork W2277598398 @default.
- W2087754343 hasRelatedWork W2347357777 @default.
- W2087754343 hasRelatedWork W3124320408 @default.
- W2087754343 hasRelatedWork W4254439803 @default.
- W2087754343 hasVolume "43" @default.
- W2087754343 isParatext "false" @default.
- W2087754343 isRetracted "false" @default.
- W2087754343 magId "2087754343" @default.
- W2087754343 workType "article" @default.