The discrete-time risk model with correlated classes of business is examined. Two different relations of dependence are considered. The impact of the dependence relation on the finite-time ruin probabilities and on the adjustment coefficient is also studied. Numerical examples are presented.
✦ LIBER ✦
Transfer of risk in the newsvendor model with discrete demand
✍ Scribed by Kurt Jörnsten; Sigrid Lise Nonås; Leif Sandal; Jan Ubøe
- Book ID
- 113830844
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 387 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0305-0483
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