A ruin model with dependence between claim sizes and claim intervals

DOI10.1016/J.INSMATHECO.2003.09.009zbMath1079.91048OpenAlexW2128303198MaRDI QIDQ704406

Onno J. Boxma, Hansjoerg Albrecher

Publication date: 13 January 2005

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.09.009

zbMATH Keywords

Laplace transformDependenceRuin modelRuin probability

Mathematics Subject Classification ID

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