Survival probabilities in bivariate risk models, with application to reinsurance
type: Item
instance of: scholarly article
title: Survival probabilities in bivariate risk models, with application to reinsurance
zbMATH Open document ID: 1290.91077
author: Anna Castañer
author: M. Mercè Claramunt
author: Claude Lefèvre
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
full work available at URL: http://hdl.handle.net/2445/102782
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 6306907
zbMATH Keywords: multirisks model
zbMATH Keywords: discrete or continuous time
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: Appell algebraic structure
zbMATH Keywords: recursive methods
zbMATH Keywords: stop-loss and excess of loss reinsurance
MaRDI profile type: Publication
OpenAlex ID: W1982299403
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DOI: 10.1016/J.INSMATHECO.2013.09.001
description: scientific article; zbMATH DE number 6306907