Survival probability for a two-dimensional risk model-Reference-Cited by-同舟云学术

Survival probability for a two-dimensional risk model

Published:2009-06 Issue:3 Volume:44 Page:491-496
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dang Lanfen,Zhu Ning,Zhang Haiming

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference10 articles.

1. On the distribution of two classes of correlated aggregate claims;Ambagaspitiya;Insurance: Mathematics and Economics,1999

2. Aggregate survival probability of a portfolio with dependent;Ambagaspitiya;Insurance: Mathematics and Economics,2003

3. Some results on the ruin probability in a two-dimensional risk model;Chan;Insurance: Mathematics and Economics,2003

4. The discrete-time risk model with correlated classes of business;Cossette;Insurance: Mathematics and Economics,2000

5. An Introduction to Mathematical Risk Theory;Gerber,1979

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