A Markov Risk Model with Two Classes of Insurance Business
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Cites work
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 3493681 (Why is no real title available?)
- Markovian risk process
- On a correlated aggregate claims model with Poisson and Erlang risk processes.
- On the distribution of a sum of correlated aggregate claims
- On the ruin probabilities of a bidimensional perturbed risk model
- Some results on ruin probabilities in a two-dimensional risk model.
Cited in
(7)- Discussion on: `A comprehensive model for cyber risk based on marked point processes and its applications to insurance
- Ruin probabilities in Cox risk models with two dependent classes of business
- A risk model based on Markov chains with marked transitions
- Stochastic risk models. II
- Multivariate risk processes with interacting intensities
- scientific article; zbMATH DE number 5548297 (Why is no real title available?)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling
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