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Ultimate Ruin Probability with Correlation
Ultimate Ruin Probability with Correlation This paper derives exact expressions for the ultimate ruin probability and establishes the effect of correlation on ruin probability using the ...- Authors: Rohana Ambagaspitiya
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability>Accident insurance; Health & Disability>Disability insurance; Health & Disability>Health insurance; Life Insurance