A time-series risk model with constant interest for dependent classes of business

Keyphrases

• Risk Model 100%
• Ruin Probability 100%
• Copyright 50%
• Simulation Study 50%
• First-order 50%
• Discrete-time Model 50%
• Time Series Approach 50%
• Autoregressive Time Series Model 50%
• Exponential Bound 50%
• Constant Interest Rate 50%
• Lundberg Inequality 50%

Mathematics

• Risk Model 100%
• Ruin Probability 100%
• Simulation Study 50%
• Time Model 50%
• Discrete Time 50%
• Time Series Model 50%
• Type Inequality 50%
• Exponential Bound 50%