On a correlated aggregate claims model with Poisson and Erlang risk processes. (Q1413353): Difference between revisions
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Revision as of 17:05, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a correlated aggregate claims model with Poisson and Erlang risk processes. |
scientific article |
Statements
On a correlated aggregate claims model with Poisson and Erlang risk processes. (English)
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16 November 2003
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Compound Poisson process
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Correlated aggregate claims
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Erlang process
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Ruin probability
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Survival probability
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