• Title of article

    The discrete-time risk model with correlated classes of business

  • Author/Authors

    Cossette، نويسنده , , Hélène and Marceau، نويسنده , , Etienne، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    17
  • From page
    133
  • To page
    149
  • Abstract
    The discrete-time risk model with correlated classes of business is examined. Two different relations of dependence are considered. The impact of the dependence relation on the finite-time ruin probabilities and on the adjustment coefficient is also studied. Numerical examples are presented.
  • Keywords
    Ruin probability , Correlated aggregate claims , Shock models , Adjustment Coefficient
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    2000
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1544352

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1544352