Ruin probabilities in classical renewal risk models with time dependent claim amounts

被引：0

作者：

Mathieu, B

Cossette, H

David, L

Marceau, É

机构：

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期

关键词：

ruin probability; renewal risk model; compound Poisson risk model; catastrophe insurance; lundberg exponential bound; martingale approach;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：379 / 379

页数：1

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