scientific article; zbMATH DE number 5309883

MaRDI QIDQ3517059zbMATH OpenFDO

Authors Ya-Feng Xia, Xiaoxing Zhou, Nailing Sun

Publication date 12 August 2008

zbMATH Keywords

compound negative binomial risk modelconvergence theoremmartingaleoptional sampling theoremruin probability

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited in

(4)

• The negative risk model with the compound binomial process
• Basic properties of the negative risk model and its extended counterpart and their applications
• The ruin probability of the compound negative binomial risk model with a completely stochastic premium
• The ruin probability of the risk model with claim numbers in Poisson negative binomial distribution

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