Expected discounted penalty functions for a two correlated aggregate claims model (Q3403759)
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scientific article; zbMATH DE number 5670589
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| English | Expected discounted penalty functions for a two correlated aggregate claims model |
scientific article; zbMATH DE number 5670589 |
Statements
12 February 2010
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Poisson process
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generalized Erlang (2) process
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expected discounted penalty functions
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ruin probability
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Laplace transforms
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0.9747090339660645
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0.9254691004753112
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0.8802393674850464
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0.8782693147659302
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