The discrete-time risk model with correlated classes of business
type: Item
instance of: scholarly article
title: The discrete-time risk model with correlated classes of business
zbMATH Open document ID: 1103.91358
DOI: 10.1016/S0167-6687(99)00057-8
author: Hélène Cossette
author: É. Marceau
published in: Insurance Mathematics \& Economics
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1525137
zbMATH Keywords: Correlated aggregate claims
zbMATH Keywords: Shock models
zbMATH Keywords: Ruin probability
zbMATH Keywords: Adjustment coefficient
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1525137