The compound binomial risk model with delayed claims and random income
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Publication:1931057
DOI10.1016/j.mcm.2011.10.009zbMath1255.91175OpenAlexW2086942978MaRDI QIDQ1931057
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
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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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- 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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