On a risk model with dependence between claim sizes and claim intervals (Q947167): Difference between revisions

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-Qing-bin Meng
@@ Property / author: Qing-bin Meng / rank @@
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-Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
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@@ Property / author @@
+Qing-bin Meng
@@ Property / author: Qing-bin Meng / rank @@
+Normal rank
@@ Property / author @@
+Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2008.01.031
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+W2069605064
@@ Property / OpenAlex ID: W2069605064 / rank @@
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@@ Property / cites work @@
+A ruin model with dependence between claim sizes and claim intervals
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@@ Property / cites work @@
+Simulation of ruin probabilities for risk processes of Markovian type
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@@ Property / cites work @@
+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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+Asymptotic ruin probabilities for risk processes with dependent increments.
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+Rough descriptions of ruin for a general class of surplus processes
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+Large deviations for the time of ruin
@@ Property / cites work: Large deviations for the time of ruin / rank @@
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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