A discrete-time risk model with interaction between classes of business. (Q1413342)
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scientific article; zbMATH DE number 2004038
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| English | A discrete-time risk model with interaction between classes of business. |
scientific article; zbMATH DE number 2004038 |
Statements
A discrete-time risk model with interaction between classes of business. (English)
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16 November 2003
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This research work is devoted to the study of some important aspects concerning a discrete-time risk model, having correlated classes of business. It is proposed a new relation of dependence, based on a previous continuous-time significant model. The paper contains adequate numerical considerations and pertinent references.
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Adjustment coefficient
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By-claim
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Correlated aggregate claims
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Interaction model
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Main claim
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Ruin probability
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Survival probability
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0.9230063557624816
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0.8227998614311218
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0.8085140585899353
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0.792367160320282
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0.7917986512184143
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