Cox risk model with correlated classes of business (Q3054706): Difference between revisions

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+Aspects of risk theory
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+Normal rank
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+On the distribution of a sum of correlated aggregate claims
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+A discrete-time risk model with interaction between classes of business.
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
+Normal rank
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+On a correlated aggregate claims model with thinning-dependence structure
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+The discrete-time risk model with correlated classes of business
+Normal rank
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+Doubly stochastic Poisson processes
@@ Property / cites work: Doubly stochastic Poisson processes / rank @@
+Normal rank
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+Ruin probabilities with a Markov chain interest model
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+On the probability of ruin in a Markov-modulated risk model
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+On the discounted penalty function in a Markov-dependent risk model
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