Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
Author:
Affiliation:
1. Department of Mathematics and Statistics, University of Finance and Marketing, Ho Chi Minh City, Vietnam
2. Department of Mathematical Economics, Banking University of Ho Chi Minh City, 39 Ham Nghi, District 1, Ho Chi Minh City, Vietnam
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
Artificial Intelligence,Information Systems,Control and Systems Engineering,Software
Link
https://www.worldscientific.com/doi/pdf/10.1142/S0218488520400061
Reference6 articles.
1. A ruin model with dependence between claim sizes and claim intervals
2. On a gamma series expansion for the time-dependent probability of collective ruin
3. The Jackknife and the Bootstrap for General Stationary Observations
4. Asymptotic ruin probabilities for risk processes with dependent increments
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1. Uncertainty Analysis in Economics and Finance: Preface to the Special Issue;International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems;2020-08-28
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