Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268): Difference between revisions

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English	Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences	scientific article

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scholarly article

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title

Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (English)

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Journal of Computational and Applied Mathematics

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publication date

22 November 2016

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zbMATH Keywords

compound binomial model

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dependence

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exchangeability

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ruin theory

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non-ruin probability

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discrete time risk model

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Markov binomial model

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2016.09.025

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cites work

Q4417321

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Q4435489

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Statistics of financial markets. An introduction.

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Representation of a time-discrete probability of eventual ruin

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Ruin probabilities in the compound binomial model

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Discounted probabilities and ruin theory in the compound binomial model

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Joint distributions of some actuarial random vectors in the compound binomial model

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On finite-time ruin probabilities for classical risk models

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Ruin probabilities for discrete time risk models with stochastic rates of interest

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The finite-time ruin probability under the compound binomial risk model

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The Density of the Time to Ruin in the Classical Poisson Risk Model

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Ruin Probabilities in the Compound Markov Binomial Model

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Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model

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Some results on the compound Markov binomial model

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Q2916213

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Theory of statistics

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Archimedean copulas in finite and infinite dimensions -- with application to ruin problems

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Explicit ruin formulas for models with dependence among risks

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On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing

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On distributions of runs in the compound binomial risk model

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A Full Likelihood Procedure for Analysing Exchangable Binary Data

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Q3511290

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De Finetti's theorem for Markov chains

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Identifiers

zbMATH Open document ID

1353.62113

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DOI

10.1016/j.cam.2016.09.025

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:344268

@@ Property / cites work @@
+Q4417321
@@ Property / cites work: Q4417321 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435489
@@ Property / cites work: Q4435489 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of financial markets. An introduction.
@@ Property / cites work: Statistics of financial markets. An introduction. / rank @@
+Normal rank
@@ Property / cites work @@
+Representation of a time-discrete probability of eventual ruin
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the compound binomial model
@@ Property / cites work: Ruin probabilities in the compound binomial model / rank @@
+Normal rank
@@ Property / cites work @@
+Discounted probabilities and ruin theory in the compound binomial model
+Normal rank
@@ Property / cites work @@
+Joint distributions of some actuarial random vectors in the compound binomial model
+Normal rank
@@ Property / cites work @@
+On finite-time ruin probabilities for classical risk models
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for discrete time risk models with stochastic rates of interest
+Normal rank
@@ Property / cites work @@
+The finite-time ruin probability under the compound binomial risk model
+Normal rank
@@ Property / cites work @@
+The Density of the Time to Ruin in the Classical Poisson Risk Model
+Normal rank
@@ Property / cites work @@
+Ruin Probabilities in the Compound Markov Binomial Model
+Normal rank
@@ Property / cites work @@
+Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
+Normal rank
@@ Property / cites work @@
+Some results on the compound Markov binomial model
+Normal rank
@@ Property / cites work @@
+Q2916213
@@ Property / cites work: Q2916213 / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of statistics
@@ Property / cites work: Theory of statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
+Normal rank
@@ Property / cites work @@
+Explicit ruin formulas for models with dependence among risks
+Normal rank
@@ Property / cites work @@
+On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
+Normal rank
@@ Property / cites work @@
+On distributions of runs in the compound binomial risk model
+Normal rank
@@ Property / cites work @@
+A Full Likelihood Procedure for Analysing Exchangable Binary Data
+Normal rank
@@ Property / cites work @@
+Q3511290
@@ Property / cites work: Q3511290 / rank @@
+Normal rank
@@ Property / cites work @@
+De Finetti's theorem for Markov chains
@@ Property / cites work: De Finetti's theorem for Markov chains / rank @@
+Normal rank