On the ruin functions for a correlated aggregate claims model with Poisson and Erlang risk processes

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Publication:2495539

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DOI10.1016/S0252-9602(06)60054-4zbMath1137.91498OpenAlexW2464265654MaRDI QIDQ2495539

Yang Wenquan, Yan Liu, Hu, Yijun

Publication date: 30 June 2006

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(06)60054-4

zbMATH Keywords

Poisson process Erlang process Correlated aggregate claims ruin functions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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