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Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims

✍ Scribed by Zhu, Lingjiong


Book ID
122758826
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
427 KB
Volume
53
Category
Article
ISSN
0167-6687

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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