Elif Makbule CEKİCİ, Sami OZCAN, Hasan DURMUS

RUIN PROBABILITIES IN DEPENDENT INSURANCES WITH AUTOREGRESSIVE MODEL

Journal of Business Economics and Finance

2018-Cilt: 7 - Sayı: 4

365-375

Ruin probability, dependent ruin probability, multivariate autoregressive process (MAR(1)), 2-parameter exponential distribution

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