Two parallel insurance lines with simultaneous arrivals and risks correlated with inter-arrival times
Year of publication: |
2015
|
---|---|
Authors: | Badila, E. S. ; Boxma, Onno ; Resing, J. A. C. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 48-61
|
Subject: | Insurance risk | Multivariate ruin probability | Reinsurance | Dependence | Duality | Parallel queues | Bivariate waiting time | Warteschlangentheorie | Queueing theory | Risikomodell | Risk model | Risiko | Risk | Rückversicherung | Versicherung | Insurance | Wahrscheinlichkeitsrechnung | Probability theory | Zeit | Time |
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