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A Risk Model when Premium Rate Depends on Claim Size
A Risk Model when Premium Rate Depends on Claim Size This paper considers a dependent classical risk model with diffusion, in which the premium rate is determined by the amount of the previous ...- Authors: Jun Cai, Ming Zhou
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods