Ruin probabilities for time-correlated claims in the compound binomial model
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference12 articles.
1. On the distribution of a sum of correlated aggregate claims;Ambagaspitiya;Insurance Mathematics and Economics,1998
2. On the distribution of two classes of correlated aggregate claims;Ambagaspitiya;Insurance Mathematics and Economics,1999
3. Asmussen, S., 1989. Risk theory in a Markovian environment. Scandinavian Actuarial Journal, 69–100.
4. Some comments on the compound binomial model;Dickson;ASTIN Bulletin,1994
5. Risk theory in the linear model;Gerber;Insurance Mathematics and Economics,1982
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