The discrete-time risk model with correlated classes of business

Insurance: Mathematics and Economics

Volumn 26, Issue 2-3, 2000, Pages 133-149

  Cossette, Hélène ^a   Marceau, Etienne ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Adjustment coefficient; Correlated aggregate claims; Ruin probability; Shock models

Indexed keywords

EID: 0034621114     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00057-8     Document Type: Article

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