Ruin probabilities in Cox risk models with two dependent classes of business
From MaRDI portal
Publication:2644356
DOI10.1007/s10114-005-0819-7zbMath1120.60069OpenAlexW1965937207MaRDI QIDQ2644356
Ming Zhou, Kam-Chuen Yuen, Jun-Yi Guo
Publication date: 31 August 2007
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0819-7
Related Items
A discrete-time risk model with Poisson ARCH claim-number process ⋮ On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading ⋮ Survival probabilities in bivariate risk models, with application to reinsurance
Cites Work
- Aspects of risk theory
- Ruin probabilities for time-correlated claims in the compound binomial model.
- Ordering ruin probabilities for dependent claim streams.
- Multirisks model and finite-time ruin probabilities
- The discrete-time risk model with correlated classes of business
- On the first time of ruin in the bivariate compound Poisson model
- Exponential inequalities for ruin probabilities in the Cox case
- On Ultimate Ruin in a Delayed-Claims Risk Model
