Discrete risk model revisited
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Publication:2433267
DOI10.1007/s11009-006-8554-9zbMath1098.91074OpenAlexW1980948835MaRDI QIDQ2433267
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
characteristic equationGerber-Shiu penalty functionruin probabilitiescompound binomialdiscrete risk model
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Cites Work
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- 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
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