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Ruin Probabilities Caused by Different Classes of Claims for a Correlated Aggregate Claims Model
| Content Provider | Semantic Scholar |
|---|---|
| Author | Wu, Chuan-Ju Zhang, Cheng-Lin He, Xiao-Xia Xiong, Dan Li, Qing-Qing |
| Copyright Year | 2014 |
| Abstract | This paper considers the same risk model as in [ 1 ]. The risk model involves two correlated classes of insurance business and the two claim number processes related to Poisson and Erlang processes. Asymptotic results for ruin probabilities caused by different classes of claims are obtained by renewal argument. Explicit expressions for ruin probabilities caused by different classes of claims are derived when the original claim sizes are exponentially distributed. So the relevant results in [ 1 ] is improved. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://sxzz.whu.edu.cn/sxzz/ch/reader/create_pdf.aspx?file_no=20140510&flag=1&journal_id=sxzz&year_id=2014 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |