A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Work
Year: 2022
Type: article
Institutions University of Lausanne, Swiss Finance Institute, UNSW Sydney, Purdue University West Lafayette
Cites: 51
Cited by: 7
Related to: 10
FWCI: 1.283
Citation percentile (by year/subfield): 83.29
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green
Funders Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung, Australian Research Council
Grant IDS 200021_191984, DP200100615