Ruin probabilities in Cox risk models with two dependent classes of business
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Publication:2644356
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Cites work
- Aspects of risk theory
- Exponential inequalities for ruin probabilities in the Cox case
- Multirisks model and finite-time ruin probabilities
- On the first time of ruin in the bivariate compound Poisson model
- On Ultimate Ruin in a Delayed-Claims Risk Model
- Ordering ruin probabilities for dependent claim streams.
- Ruin probabilities for time-correlated claims in the compound binomial model.
- The discrete-time risk model with correlated classes of business
Cited in
(9)- Survival probabilities in bivariate risk models, with application to reinsurance
- On a multi-dimensional risk model with regime switching
- Study on the ruin probabilities in two risk processes
- scientific article; zbMATH DE number 5284556 (Why is no real title available?)
- Multivariate risk processes with interacting intensities
- Ruin probabilities for a risk model with dependent classes of insurance businesses
- Comparison of ruin probabilities for two different risk processes
- A discrete-time risk model with Poisson ARCH claim-number process
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading
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