2006•Acta Mathematica ScientiaRequires access

ON THE RUIN FUNCTIONS FOR A CORRELATED AGGREGATE CLAIMS MODEL WITH POISSON AND ERLANG RISK PROCESSES

Yan Liu, Yang Wenquan, Yijun Hu

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Key concepts: Erlang (programming language), Risk model, Poisson distribution, Aggregate (composite), Erlang distribution, Mathematics, Econometrics, Poisson process

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