Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times (Q5876088)
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scientific article; zbMATH DE number 7647694
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| English | Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times |
scientific article; zbMATH DE number 7647694 |
Statements
Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times (English)
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31 January 2023
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Cramér-Lundberg model
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risk model with continuous time
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\(m\)-dependent random variables
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ruin probabilities
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0.8672555088996887
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0.8586313128471375
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0.8558819890022278
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0.8554149270057678
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0.8474795818328857
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