A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES (Q5111479)

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scientific article; zbMATH DE number 7204726
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A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES
scientific article; zbMATH DE number 7204726

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    A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES (English)
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    27 May 2020
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    bidimensional risk model
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    consistent variation
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    proportional reinsurance
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    ruin probability
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    time-dependence
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