Ruin under stochastic dependence between premium and claim arrivals (Q4583617)
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scientific article; zbMATH DE number 6930175
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| default for all languages | No label defined |
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| English | Ruin under stochastic dependence between premium and claim arrivals |
scientific article; zbMATH DE number 6930175 |
Statements
Ruin under stochastic dependence between premium and claim arrivals (English)
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31 August 2018
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Cramér-Lundberg model
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surplus process
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stochastic dependence
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probability of ruin
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0.8739656805992126
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0.8576928377151489
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0.8563069701194763
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0.8559117913246155
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0.8461847901344299
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