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- W2902208059 abstract "In this paper, we focus on the perturbed risk model with dependent relation and consider the relevance from two aspects. For one side, we use copula function to model the structure of the claim size and interclaim time, and on the other side, we establish the change of premium rat depending on the random thresholds. At last, we obtain the Integro-differential equations and its Laplace transforms of the Gerber-Shiu functions for the new risk model." @default.
- W2902208059 created "2018-12-11" @default.
- W2902208059 creator A5083532021 @default.
- W2902208059 date "2018-01-01" @default.
- W2902208059 modified "2023-09-25" @default.
- W2902208059 title "Claim Sizes-Based Perturbed Risk Model with the Dependence Structure" @default.
- W2902208059 doi "https://doi.org/10.4236/am.2018.911084" @default.
- W2902208059 hasPublicationYear "2018" @default.
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