The limit behavior of a risk model based
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Hongmin Xiao; Zehui Li; Weiwei Liu
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Article
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2008
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Elsevier Science
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English
โ 279 KB
stable distribution a b s t r a c t We construct a new insurance risk model based on the entrance process by incorporating a constant force of interest and by allowing a policy to be claimed more than once during its validity term, and study the central limit theorem of the correlative risk process