Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities in Cox risk models with two dependent classes of business |
scientific article |
Statements
Ruin probabilities in Cox risk models with two dependent classes of business (English)
0 references
31 August 2007
0 references
Cox risk model
0 references
ruin probability
0 references
Markov process
0 references
infinitesimal generator
0 references
