On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064): Difference between revisions

The authors consider a risk model with random incomes and dependence between claim size and claim intervals, where the time between two claims occurrences determines the distributions of the next claim size and individual premium size. The main aim of the paper is to analyze the expected discounted penalty function of the risk model with random incomes and dependence between claim size and claim intervals.