On the ruin functions for a correlated aggregate claims model with Poisson and Erlang risk processes (Q2495539)
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scientific article; zbMATH DE number 5037418
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| English | On the ruin functions for a correlated aggregate claims model with Poisson and Erlang risk processes |
scientific article; zbMATH DE number 5037418 |
Statements
On the ruin functions for a correlated aggregate claims model with Poisson and Erlang risk processes (English)
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30 June 2006
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Correlated aggregate claims
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Poisson process
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Erlang process
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ruin functions
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0.9542421698570251
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0.9212949872016908
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0.9024254679679872
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0.8598717451095581
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