Ruin probabilities for a risk model with dependent classes of insurance businesses
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Publication:3571308
zbMATH Open1212.62050MaRDI QIDQ3571308FDOQ3571308
Authors: Jie-hua Xie, Wei Zou
Publication date: 8 July 2010
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- Ruin probability for a class of risk model
- The impact of the NBCC model with dependence on the ruin probabilities
- On the ruin probability for the dependent risk model
- A two-dimensional ruin problem on the positive quadrant
- Ruin probabilities in Cox risk models with two dependent classes of business
- Comparison of ruin probabilities for two different risk processes
- Ultimate ruin probability for a time-series risk model with dependent classes of insurance business
- Ruin probabilities for an insurance company based on some stochastic risk models
- On a multi-dimensional risk model with regime switching
- A class of ruin probability model with dependent structure
- A class of Erlang(2) risk models with dependence between claim sizes and claim intervals
- Ruin probabilities for two collaborating insurance companies
- On the first time of ruin in the bivariate compound Poisson model
- A Markov Risk Model with Two Classes of Insurance Business
- Title not available (Why is that?)
- Ruin Probabilities for Two Classes of Risk Processes
- Survival probability of a dependent setting two-type risk
- On a correlated aggregate claims model with Poisson and Erlang risk processes.
- Study on the ruin probabilities in two risk processes
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