Ruin Probability in a Correlated Aggregate Claims Model with Common Poisson Shocks: Application to Reinsurance
Crossref DOI link: https://doi.org/10.1007/s11009-015-9448-5
Published Online: 2015-06-05
Published Print: 2016-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hu, Xiang
Zhang, Lianzeng
Text and Data Mining valid from 2015-06-05