Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times

DOI10.1142/S0218488520400061OpenAlexW3047326885MaRDI QIDQ5876088

Bao Quoc Ta, Nguyen Huy Hoang

Publication date: 31 January 2023

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218488520400061

zbMATH Keywords

ruin probabilitiesCramér-Lundberg model\(m\)-dependent random variablesrisk model with continuous time

Mathematics Subject Classification ID

Risk models (general) (91B05) Actuarial mathematics (91G05)

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