Analysis of an insurance risk model with thinning dependence and common shock

MaRDI QIDQ3566014zbMATHFDO

Authors Lai Mei Wan, Wai Keung Li, Kam Chuen Yuen

Publication date 7 June 2010

zbMATH Keywords

by-claimcommon shockadjustment coefficientultimate ruin probabilitymain claimthinning dependence

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(5)

• Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
• Dependent Insurance Risk Model: Deterministic Threshold
• On a correlated aggregate claims model with thinning-dependence structure
• Common shock models for claim arrays
• A dependent insurance risk model with surrender and investment under the thinning process

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