The discrete-time risk model with correlated classes of business
نویسندگان
چکیده
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. © 2000 Elsevier Science B.V. All rights reserved. MSC: IM11; IM12; IM13; IM30
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