In this paper, we consider two dependent classes of insurance business with heavy-tailed claims. The dependence comes from the assumption that claim arrivals of the two classes are governed by a common renewal counting process. We study two types of ruin in the two-dimensional framework. For each ty
β¦ LIBER β¦
Ruin probabilities for a risk model with two classes of claims
β Scribed by Tong Ling Lv; Jun Yi Guo; Xin Zhang
- Publisher
- Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2010
- Tongue
- English
- Weight
- 218 KB
- Volume
- 26
- Category
- Article
- ISSN
- 1439-7617
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