Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
type: Item
instance of: scholarly article
title: Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
zbMATH Open document ID: 1162.60339
author: Rohana S. Ambagaspitiya
published in: Insurance Mathematics \& Economics
publication date: 2009-06-10T00:00:00Z
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5563945
zbMATH Keywords: bivariate exponential
zbMATH Keywords: bivariate gamma
zbMATH Keywords: dependent claim sizes and claim counts
zbMATH Keywords: ultimate ruin probability
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.01.003
OpenAlex ID: W1998946939
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DOI: 10.1016/J.INSMATHECO.2009.01.003
description: scientific article; zbMATH DE number 5563945