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A ruin model with dependence between claim sizes and claim intervals

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  • Albrecher, Hansjorg
  • Boxma, Onno J.

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  • Albrecher, Hansjorg & Boxma, Onno J., 2004. "A ruin model with dependence between claim sizes and claim intervals," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 245-254, October.
    • Handle: RePEc:eee:insuma:v:35:y:2004:i:2:p:245-254
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    References listed on IDEAS

    as
    1. Boxma, O. J. & Perry, D., 2001. "A queueing model with dependence between service and interarrival times," European Journal of Operational Research, Elsevier, vol. 128(3), pages 611-624, February.
    2. Muller, Alfred & Pflug, Georg, 2001. "Asymptotic ruin probabilities for risk processes with dependent increments," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 381-392, June.
    3. Albrecher Hansjörg & Kantor Josef, 2002. "Simulation of ruin probabilities for risk processes of Markovian type," Monte Carlo Methods and Applications, De Gruyter, vol. 8(2), pages 111-128, December.
    4. Søren Asmussen, 2000. "Matrix‐analytic Models and their Analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(2), pages 193-226, June.
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