The compound binomial risk model with delayed claims and random income

DOI10.1016/j.mcm.2011.10.009zbMath1255.91175OpenAlexW2086942978MaRDI QIDQ1931057

He Liu, Zhen-Hua Bao

Publication date: 24 January 2013

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.10.009

zbMATH Keywords

numerical resultsgenerating functionby-claimmain claimrecursive equation

Mathematics Subject Classification ID

Related Items (7)

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates ⋮ On a discrete Markov-modulated risk model with random premium income and delayed claims ⋮ Unnamed Item ⋮ On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income ⋮ Unnamed Item ⋮ On a discrete-time risk model with random income and a constant dividend barrier ⋮ On the probability of ruin in a continuous risk model with two types of delayed claims

Cites Work

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• Risk process with stochastic income and two-step premium rate
• The expected discounted penalty at ruin in the risk process with random income
• The compound binomial risk model with time-correlated claims
• The expected discounted penalty function under a risk model with stochastic income
• Ruin probabilities for time-correlated claims in the compound binomial model.
• Discounted probabilities and ruin theory in the compound binomial model
• Risk process with random income
• On a class of renewal risk model with random income
• A Note on Negative Customers, GI/G/1 Workload, and Risk Processes

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