Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110)
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scientific article; zbMATH DE number 5563945
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| English | Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times |
scientific article; zbMATH DE number 5563945 |
Statements
Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (English)
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10 June 2009
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bivariate exponential
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bivariate gamma
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dependent claim sizes and claim counts
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ultimate ruin probability
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0.845112681388855
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0.8416158556938171
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0.8404483795166016
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0.8327875137329102
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0.8260474801063538
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