A ruin model with dependence between claim sizes and claim intervals
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Publication:704406
DOI10.1016/j.insmatheco.2003.09.009zbMath1079.91048OpenAlexW2128303198MaRDI QIDQ704406
Onno J. Boxma, Hansjoerg Albrecher
Publication date: 13 January 2005
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.09.009
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