Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5076425 | Insurance: Mathematics and Economics | 2015 | 14 Pages |
Abstract
Finally, the bivariate transforms are evaluated for some examples, including for proportional reinsurance, and the bivariate ruin functions are numerically calculated using an efficient inversion scheme.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
E.S. Badila, O.J. Boxma, J.A.C. Resing,