The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
β Scribed by Xiaodong Bai; Lixin Song
- Book ID
- 116890298
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 234 KB
- Volume
- 81
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
In this paper, we consider the ruin problems for a risk model involving two independent classes of insurance risks. We assume that the claim number processes are independent Poisson and generalized Erlang(n) processes, respectively. When the generalized Lundberg equation has distinct roots with posi