Showing results 1 to 6 of 6
Title | Author(s) | Issue Date | |
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A note on joint occupation times of spectrally negative Lévy risk processes with tax Journal:Statistics and Probability Letters | 2018 | ||
Aggregate claim models with one-way and two-way dependence among individual claims Journal:Statistics, Optimization & Information Computing | 2018 | ||
A discrete-time risk model with interaction between classes of business Journal:Insurance: Mathematics and Economics | 2003 | ||
On a correlated aggregate claims model with Poisson and Erlang risk processes Journal:Insurance: Mathematics and Economics | 2002 | ||
2018 | |||
On the first time of ruin in the bivariate compound Poisson model Journal:Insurance: Mathematics and Economics | 2006 |