Uncertain insurance risk process with multiple classes of claims
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Publication:2183000
DOI10.1016/J.APM.2020.03.022zbMATH Open1481.91178OpenAlexW3011821529MaRDI QIDQ2183000FDOQ2183000
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
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Cites Work
- On the expected discounted penalty functions for two classes of risk processes
- Uncertainty theory
- Risk theory for the compound Poisson process that is perturbed by diffusion
- On ruin for the Erlang \((n)\) risk process
- Some results on ruin probabilities in a two-dimensional risk model.
- The discrete-time risk model with correlated classes of business
- Ruin probabilities for Erlang (2) risk processes
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
- Extreme value theorems of uncertain process with application to insurance risk model
- A Lévy Insurance Risk Process with Tax
- Risk model with fuzzy random individual claim amount
- Fuzzy logic in insurance
- Delphi method for estimating uncertainty distributions
- Multirisks model and finite-time ruin probabilities
- On a correlated aggregate claims model with Poisson and Erlang risk processes.
- Uncertainty theory
- A modified insurance risk process with uncertainty
- Uncertain renewal processes
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