Some results on a bivariate compound Poisson risk model

zbMATH Open1265.91093MaRDI QIDQ2916211FDOQ2916211

Authors: Tongling Lü, Xin Zhang, Junyi Guo 

Publication date: 5 October 2012

Published in: Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

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zbMATH Keywords

gamma processruin probabilitydeficit at ruincompound Poisson processcorrelated aggregate claims

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Cited In (10)

• The compound Poisson risk model with multiple thresholds
• Title not available (Why is that?)
• Bidimensional discrete-time risk models based on bivariate claim count time series
• Computational results on the compound binomial risk model with nonhomogeneous claim occurrences
• On variational bounds in the compound Poisson approximation of the individual risk model
• Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
• A bivariate risk model with mutual deficit coverage
• The compound Poisson random variable's approximation to the individual risk model
• On a perturbed compound Poisson model with varying premium rates
• Title not available (Why is that?)

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