On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (Q5075498)

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On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates

scientific article; zbMATH DE number 7527180

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English	On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates	scientific article; zbMATH DE number 7527180

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instance of

scholarly article

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title

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates (English)

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16 May 2022

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zbMATH Keywords

delayed claims

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discrete risk model

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Gerber-Shiu discounted penalty function

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Markov chain

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random discount rates

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stochastic incomes

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2017.1406518

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cites work

The compound binomial risk model with delayed claims and random income

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The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income

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A Note on Negative Customers, GI/G/1 Workload, and Risk Processes

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Expected discounted dividends in a discrete semi-Markov risk model

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Discounted probabilities and ruin theory in the compound binomial model

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Ruin Probabilities in the Compound Markov Binomial Model

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The queue GI/M/s with customers of different types or the queue GI/Hm/s

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On a class of risk processes with barriers and random incomes

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On a generalization of the expected discounted penalty function in a discrete-time insurance risk model

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Some ruin problems for the MAP risk model

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Analysis of some ruin-related quantities in a Markov-modulated risk model

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The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims

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On a discrete risk model with delayed claims and a randomized dividend strategy

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A note on a discrete time MAP risk model

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The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier

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On a discrete-time risk model with general income and time-dependent claims

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The probability of ruin in a discrete semi-Markov risk model

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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates

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The compound binomial model with randomized decisions on paying dividends

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On the Gerber–Shiu function with random discount rate

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Ruin probabilities in the compound binomial model

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A discrete-time risk model with interaction between classes of business.

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The compound binomial risk model with time-correlated claims

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On a risk model with delayed claims under stochastic interest rates

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On a risk model with random incomes and dependence between claim sizes and claim intervals

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On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy

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On the expected discounted penalty function for a risk model with two classes of claims and random incomes

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Expected present value of total dividends in a delayed claims risk model under stochastic interest rates

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On a class of renewal risk model with random income

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Ruin problems in a discrete Markov risk model

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On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income

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Ruin probabilities for time-correlated claims in the compound binomial model.

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On a discrete-time risk model with delayed claims and dividends

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Expected present value of total dividends in a compound binomial model with delayed claims and random income

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On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes

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On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

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published in

Communications in Statistics: Theory and Methods

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Identifiers

DOI

10.1080/03610926.2017.1406518

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates