On a risk model with random incomes and dependence between claim sizes and claim intervals (Q391064)
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scientific article; zbMATH DE number 6243995
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| English | On a risk model with random incomes and dependence between claim sizes and claim intervals |
scientific article; zbMATH DE number 6243995 |
Statements
On a risk model with random incomes and dependence between claim sizes and claim intervals (English)
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9 January 2014
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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.
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compound Poisson risk model
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expected discounted penalty function
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random income
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defective renewal equation
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heavy-tailed distribution
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0.8846806287765503
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0.8785810470581055
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0.877825140953064
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0.8585976362228394
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0.8577582836151123
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