On a correlated aggregate claims model with Poisson and Erlang risk processes.

DOI10.1016/S0167-6687(02)00150-6zbMath1074.91566OpenAlexW1965626438MaRDI QIDQ1413353

Xueyuan Wu, Kam-Chuen Yuen, Jun-Yi Guo

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00150-6

zbMATH Keywords

Compound Poisson processRuin probabilityErlang processSurvival probabilityCorrelated aggregate claims

Mathematics Subject Classification ID

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Cites Work

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• Ruin probabilities for Erlang (2) risk processes
• On the distribution of a sum of correlated aggregate claims
• The discrete-time risk model with correlated classes of business
• Risk theory in a Markovian environment
• On a Class of Renewal Risk Processes

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