A perturbed risk model with dependence between premium rates and claim sizes
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Publication:659158
DOI10.1016/j.insmatheco.2009.08.008zbMath1231.91263MaRDI QIDQ659158
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.08.008
diffusion; Laplace transform; Rouché's theorem; survival probability; dependence; defective renewal equation; closed contour
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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Cites Work
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