Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356)
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scientific article; zbMATH DE number 5185677
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ruin probabilities in Cox risk models with two dependent classes of business |
scientific article; zbMATH DE number 5185677 |
Statements
Ruin probabilities in Cox risk models with two dependent classes of business (English)
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31 August 2007
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Cox risk model
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ruin probability
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Markov process
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infinitesimal generator
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0.8892182111740112
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0.8534029126167297
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0.8382092118263245
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0.8325900435447693
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0.8273264765739441
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