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Sutipon Punaluek

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Sep 2026

Correlated Risk Model Based on Compound Poisson Claim Count Process with Reinsurance and Investment

In this paper, we introduce a correlated aggregate claims risk model based on a compound Poisson counting process for non-equidispersed claim count data, incorporating with investment and reinsurance. Accordingly, the risk model has three distinct components: (1) the correlated risk model, which has multiple classes of...

Sutipon Punaluek, Jiraphan Suntornchost · 0 citations

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