A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
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Publication:2670126
DOI10.1016/j.insmatheco.2022.01.004zbMath1484.91366OpenAlexW4206271187MaRDI QIDQ2670126
Eric C. K. Cheung, Jae-Kyung Woo, Haibo Liu, Hansjoerg Albrecher
Publication date: 10 March 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.01.004
Related Items (3)
Finite-time ruin probabilities using bivariate Laguerre series ⋮ Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives
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