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Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems ( IF 1.0 ) Pub Date : 2020-08-04 , DOI: 10.1142/s0218488520400061
Nguyen Huy Hoang 1 , Bao Quoc Ta 2
Affiliation  

In this paper we investigate an insurance continuous-time risk model when the claim sizes and inter-arrival times are m-dependent random variables. We provide an upper exponential bound for the ruin probability.

中文翻译:

具有相关索赔规模和到达间隔时间的连续时间风险模型的破坏概率

在本文中,我们研究了当索赔规模和到达间隔时间是 m 相关随机变量时的保险连续时间风险模型。我们为破产概率提供了一个指数上限。
更新日期:2020-08-04
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