Acta scientiarum naturalium Universitatis Pekinensis
LIU ChangBiao, YUAN Wei
The bivariate Poisson models of contingent claim times about the homogeneous portfolios are studied, and an independent condition of the two variables is proved, and then the Mixed bivariate Poisson models of contingent claim times about the heterogeneous portfolios with dependent risks are studied, and the last, the optimum BMS formula about the heterogeneous portfolios with dependent risks are reached.
LIU ChangBiao,YUAN Wei. Optimum BMS Designs with Dependent Risks[J].Acta scientiarum naturalium Universitatis Pekinensis, 2000, 36(5): 613-618.
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