Cox risk model with correlated classes of business
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Publication:3054706
DOI10.1007/s11859-009-0502-4zbMath1212.91042MaRDI QIDQ3054706
Guangming Wang, Kui Luo, Hu, Yijun
Publication date: 5 November 2010
Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11859-009-0502-4
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G46: Martingales and classical analysis
Cites Work
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- The discrete-time risk model with correlated classes of business
- Ruin probabilities with a Markov chain interest model