Ruin probabilities with dependence on the number of claims within a fixed time window

Constantinescu, Corina; Dai, Suhang; Ni, Wenda; Palmowski, Zbigniew

doi:10.48550/arxiv.1604.06404

2016

DOI: 10.48550/arxiv.1604.06404

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Ruin probabilities with dependence on the number of claims within a fixed time window

Corina Constantinescu¹,

Suhang Dai²,

Wenda Ni³

et al.

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Ruin probabilities with dependence on the number of claims within a fixed time window

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