Discrete risk model revisited

DOI10.1007/s11009-006-8554-9zbMath1098.91074OpenAlexW1980948835MaRDI QIDQ2433267

Yanyan Li

Publication date: 27 October 2006

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-8554-9

zbMATH Keywords

characteristic equationGerber-Shiu penalty functionruin probabilitiescompound binomialdiscrete risk model

Mathematics Subject Classification ID

Related Items (3)

Discrete time ruin probability with Parisian delay ⋮ An elementary approach to discrete models of dividend strategies ⋮ On the discrete-time compound renewal risk model with dependence

Cites Work

• Unnamed Item
• Ruin probabilities in the compound binomial model
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
• Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
• Ruin probabilities for time-correlated claims in the compound binomial model.
• A discrete-time risk model with interaction between classes of business.
• The discrete-time risk model with correlated classes of business
• Discounted probabilities and ruin theory in the compound binomial model
• On a class of discrete time renewal risk models
• Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
• Ruin Probabilities in the Compound Markov Binomial Model
• The Time Value of Ruin in a Sparre Andersen Model
• On the Time Value of Ruin

This page was built for publication: Discrete risk model revisited