Ruin probabilities for time-correlated claims in the compound binomial model.
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Publication:1413282
DOI10.1016/S0167-6687(01)00071-3zbMath1074.91032OpenAlexW2025965941WikidataQ126635277 ScholiaQ126635277MaRDI QIDQ1413282
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(01)00071-3
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Cites Work
- Ruin probabilities in the compound binomial model
- Ruin probabilities allowing for delay in claims settlement
- On the distribution of a sum of correlated aggregate claims
- On the distributions of two classes of correlated aggregate claims
- Ruin theory in the linear model
- Compound model for two dependent kinds of claim
- The compound Poisson approximation for a portfolio of dependent risks
- Risk theory in a Markovian environment
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