On the analysis of a general class of dependent risk processes

DOI10.1016/j.insmatheco.2012.03.007zbMath1284.91277OpenAlexW2052278075MaRDI QIDQ2444713

Jae-Kyung Woo, Gordon E. Willmot

Publication date: 10 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.03.007

zbMATH Keywords

Lagrange polynomialsgeneralized Gerber-Shiu functionSparre Andersen risk modelcombination of ErlangsFarlie-Gumbel-Morgenstern class of distributionsCoxian distributionbivariate mixed Erlang

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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