A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Hansjörg Albrecher, Eric C.K. Cheung, Haibo Liu, Jae-Kyung Woo
| Year of publication: |
2022
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|---|---|
| Authors: | Albrecher, Hansjörg ; Cheung, Eric C. K. ; Liu, Haibo ; Woo, Jae-Kyung |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 103.2022, p. 96-118
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| Subject: | Bivariate Laguerre series | Bivariate risk process | Capital allocation | Common shock | Dependence | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Schock | Shock | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.01.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013198330