A time-series risk model with constant interest for dependent classes of business
type: Item
instance of: scholarly article
title: A time-series risk model with constant interest for dependent classes of business
zbMATH Open document ID: 1119.91060
author: Wai Keung Li
author: Zhi-Qiang Zhang
author: Kam Chuen Yuen
published in: Insurance Mathematics \& Economics
publication date: 2007-07-19T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5173168
zbMATH Keywords: ACBVE
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: Lundberg-type inequality
zbMATH Keywords: multivariate autoregressive model
zbMATH Keywords: net-profit condition
zbMATH Keywords: ruin probability
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.08.006
OpenAlex ID: W1981522966
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cites work: On a correlated aggregate claims model with Poisson and Erlang risk processes.
DOI: 10.1016/J.INSMATHECO.2006.08.006
description: scientific article; zbMATH DE number 5173168