Ruin probabilities in Cox risk models with two dependent classes of business
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Publication:2644356
DOI10.1007/s10114-005-0819-7zbMath1120.60069OpenAlexW1965937207MaRDI QIDQ2644356
Ming Zhou, Kam-Chuen Yuen, Jun-Yi Guo
Publication date: 31 August 2007
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-005-0819-7
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Cites Work
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- On the first time of ruin in the bivariate compound Poisson model
- Exponential inequalities for ruin probabilities in the Cox case
- On Ultimate Ruin in a Delayed-Claims Risk Model