Computational results on the compound binomial risk model with nonhomogeneous claim occurrences

DOI10.1016/j.cam.2013.12.004zbMath1291.91131OpenAlexW1968703902MaRDI QIDQ2252392

Altan Tuncel, Fatih Tank

Publication date: 17 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.12.004

zbMATH Keywords

non-ruin probabilitycompound binomial risk modelrecursive formulaenonhomogeneous claim occurrences

Mathematics Subject Classification ID

Related Items (3)

Time-consistent equilibrium reinsurance-investment strategy for \(n\) competitive insurers under a new interaction mechanism and a general investment framework ⋮ Lundberg-type inequalities for non-homogeneous risk models ⋮ Exponential bounds of ruin probabilities for non-homogeneous risk models

Cites Work

• Ruin probabilities in the compound binomial model
• Compound binomial risk model in a Markovian environment
• Joint distributions of some actuarial random vectors in the compound binomial model
• Ruin probabilities for time-correlated claims in the compound binomial model.
• Discounted probabilities and ruin theory in the compound binomial model
• Ruin Probabilities in the Compound Markov Binomial Model

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