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A NONLINEAR BUSINESS CYCLE MODEL IN DISCRETE TIME

✍ Scribed by Kunal Sen


Book ID
111044429
Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
360 KB
Volume
43
Category
Article
ISSN
0026-1386

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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.