Uncertain insurance risk process with multiple classes of claims

DOI10.1016/J.APM.2020.03.022MaRDI QIDQ2183000zbMATH OpenOpenAlexFDO

Authors Zhe Liu, Ying Yang

Publication date 26 May 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2020.03.022

zbMATH Keywords

ruin timeinsurance modeluncertain renewal processruin indexsatellite insurance

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Risk models (general) (91B05)

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Cites work

• A Lévy Insurance Risk Process with Tax
• A modified insurance risk process with uncertainty
• Delphi method for estimating uncertainty distributions
• Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
• Extreme value theorems of uncertain process with application to insurance risk model
• Fuzzy logic in insurance
• Multirisks model and finite-time ruin probabilities
• On a correlated aggregate claims model with Poisson and Erlang risk processes.
• On ruin for the Erlang \((n)\) risk process
• On the expected discounted penalty functions for two classes of risk processes
• Risk model with fuzzy random individual claim amount
• Risk theory for the compound Poisson process that is perturbed by diffusion
• Ruin probabilities for Erlang (2) risk processes
• Some results on ruin probabilities in a two-dimensional risk model.
• The discrete-time risk model with correlated classes of business
• Uncertain renewal processes
• Uncertainty theory
• Uncertainty theory

Cited in

(10)

• Uncertain green product supply chain with government intervention
• INSURANCE RISK WITH VARIABLE NUMBER OF POLICIES
• An uncertain alternating renewal insurance risk model
• A modified insurance risk process with uncertainty
• Stochastic reserving using policyholder information via EM algorithm
• Extreme value theorems of uncertain process with application to insurance risk model
• A discussion of parameter and model uncertainty in insurance
• scientific article; zbMATH DE number 1475713 (Why is no real title available?)
• A new uncertain insurance model with variational lower limit
• First hitting time for renewal process with uncertain interarrival times and random rewards

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