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Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks
Communications in Statistics - Theory and Methods ( IF 0.8 ) Pub Date : 2024-02-29 , DOI: 10.1080/03610926.2024.2318606 Ming Cheng 1 , Dingcheng Wang 1
Communications in Statistics - Theory and Methods ( IF 0.8 ) Pub Date : 2024-02-29 , DOI: 10.1080/03610926.2024.2318606 Ming Cheng 1 , Dingcheng Wang 1
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This article studies the joint ruin problem for two insurance companies that divide claims in positive proportions (modeling an insurance and re-insurance company). The arrival times of claims are ...
中文翻译:
具有相关保险和金融风险的比例再保险风险模型中破产概率的渐近
本文研究了两家按正比例分配索赔的保险公司的联合破产问题(对一家保险公司和再保险公司进行建模)。索赔到达时间是...
更新日期:2024-03-03
中文翻译:
具有相关保险和金融风险的比例再保险风险模型中破产概率的渐近
本文研究了两家按正比例分配索赔的保险公司的联合破产问题(对一家保险公司和再保险公司进行建模)。索赔到达时间是...