On a correlated aggregate claims model with Poisson and Erlang risk processes

Insurance: Mathematics and Economics

Volumn 31, Issue 2, 2002, Pages 205-214

  Yuen, Kam C ^a   Guo, Junyi ^b   Wu, Xueyuan ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b NANKAI UNIVERSITY   (China)

Author keywords

Compound poisson process; Correlated aggregate claims; Erlang process; Ruin probability; Survival probability

Indexed keywords

EID: 0037131287     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(02)00150-6     Document Type: Article

References (8)

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8. Yuen, K.C., Wang, G., 2002. A risk model with dependent classes of business. North American Actuarial Journal, submitted for publication.