A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process

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Serval ID
serval:BIB_915F168E516B
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Journal
Insurance: Mathematics and Economics
Author(s)
Albrecher H., Cheung E.C.K., Liu H., Woo J.K.
ISSN
0167-6687 (print)
Publication state
Published
Issued date
2022
Peer-reviewed
Oui
Volume
103
Pages
96-118
Language
english
Create date
11/01/2022 9:39
Last modification date
21/11/2022 8:07
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