Showing 1 - 1 of 1
The present paper aims to revisit the homogeneous risk model investigated by De Vylder and Goovaerts (1999, 2000). First, a claim arrival process is defined on a fixed time interval by assuming that the arrival times satisfy an order statistic property. Then, the variability and the covariance...
Persistent link: https://www.econbiz.de/10011046566