Ruin under stochastic dependence between premium and claim arrivals

DOI10.1080/03461238.2017.1391114zbMath1416.91223arXiv1602.04580OpenAlexW2962859264MaRDI QIDQ4583617

Matija Vidmar

Publication date: 31 August 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.04580

zbMATH Keywords

stochastic dependenceCramér-Lundberg modelprobability of ruinsurplus process

Mathematics Subject Classification ID

Related Items (4)

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