Asymptotic ruin probabilities for risk processes with dependent increments

Insurance: Mathematics and Economics

Volumn 28, Issue 3, 2001, Pages 381-392

  Müller, Alfred ^a   Pflug, Georg ^b  

^a UNIVERSITY OF KARLSRUHE   (Germany)

^b UNIVERSITY OF VIENNA   (Austria)

Author keywords

60E15, 60K99; 91B30; Dependence; Lundberg coefficient; Ordering of risks

Indexed keywords

EID: 18044404080     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(01)00063-4     Document Type: Article

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