A time-series risk model with constant interest for dependent classes of business (Q997080): Difference between revisions

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+On the distribution of a sum of correlated aggregate claims
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+On the distributions of two classes of correlated aggregate claims
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+A Continuous Bivariate Exponential Extension
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+The discrete-time risk model with correlated classes of business
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+Some problems in actuarial finance involving sums of dependent risks
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+A discrete-time risk model with interaction between classes of business.
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+MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE  MODEL WITH CONSTANT INTEREST RATE
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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