The discrete-time risk model with correlated classes of business
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Publication:1584511
DOI10.1016/S0167-6687(99)00057-8zbMath1103.91358MaRDI QIDQ1584511
Hélène Cossette, Étienne Marceau
Publication date: 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
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Cites Work
- Recursive calculation of finite-time ruin probabilities
- On the distribution of a sum of correlated aggregate claims
- Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
- Families of Multivariate Distributions
- A Multivariate Exponential Distribution
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