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- W2075175593 abstract "Claims arriving to an office can be of several types. Due to different types of catastrophes or shocks, different types of claims might arrive at the same time. This phenomena imposes dependence among claims arrival streams of different types. We show that when the dependence among arrival streams increases, the ruin probability also increases. We consider the compound Poisson model. We extend and generalize results obtained by Cossette and Marceau [Math. Econ. 26 (2000) 133]." @default.
- W2075175593 created "2016-06-24" @default.
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- W2075175593 date "2003-02-01" @default.
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- W2075175593 title "Ordering ruin probabilities for dependent claim streams" @default.
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- W2075175593 doi "https://doi.org/10.1016/s0167-6687(02)00206-8" @default.
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