A ruin model with compound Poisson income and dependence between claim sizes and claim intervals

DOI10.1007/s10255-015-0478-0zbMath1319.91096OpenAlexW2395594168MaRDI QIDQ2355360

Yuan-yuan Hao, Hu Yang

Publication date: 22 July 2015

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-015-0478-0

zbMATH Keywords

Laplace transformdependencediscounted penalty functionruin model

Mathematics Subject Classification ID

Cites Work

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• On the Time Value of Ruin
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• Unnamed Item

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