On the first time of ruin in the bivariate compound Poisson model

Insurance: Mathematics and Economics

Volumn 38, Issue 2, 2006, Pages 298-308

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

^a UNIVERSITY OF HONG KONG   (Hong Kong)

^b NANKAI UNIVERSITY   (China)

Author keywords

Association property; Compound binomial; Compound Poisson; Orthant order; Ruin probability; Survival probability

Indexed keywords

EID: 33644860602     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.08.011     Document Type: Article

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