Cossette, Hélène; Marceau, Etienne The discrete-time risk model with correlated classes of business. (English) Zbl 1103.91358 Insur. Math. Econ. 26, No. 2-3, 133-149 (2000). Summary: The discrete-time risk model with correlated classes of business is examined. Two different relations of dependence are considered. The impact of the dependence relation on the finite-time ruin probabilities and on the adjustment coefficient is also studied. Numerical examples are presented. Cited in 39 Documents MSC: 91B30 Risk theory, insurance (MSC2010) 62P05 Applications of statistics to actuarial sciences and financial mathematics Keywords:Correlated aggregate claims; Shock models; Ruin probability; Adjustment coefficient PDFBibTeX XMLCite \textit{H. Cossette} and \textit{E. Marceau}, Insur. Math. Econ. 26, No. 2--3, 133--149 (2000; Zbl 1103.91358) Full Text: DOI References: [1] Ambagaspitiya, R. 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