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Ruin probabilities in a discrete time risk model with dependent risks of heavy tail

✍ Scribed by Weng, Chengguo; Zhang, Yi; Tan, Ken Seng


Book ID
118247819
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
165 KB
Volume
2009
Category
Article
ISSN
0346-1238

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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