Uniform asymptotics for discounted aggregate claims in dependent multi-risk model
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DOI: 10.1080/03610926.2017.1417435
Abstract: ABSTRACT In this paper, we consider a nonstandard renewal multi-risk model where a company has n types of independent insurance contracts and each contract has some dependent claims and stochastic return. The price process of… read more here.
Keywords: risk model; discounted aggregate; aggregate claims; multi risk ... See more keywords