Study on the discrete-time model of a correlated claims risk model

MaRDI QIDQ3610262zbMATH OpenFDO

Authors Wenbo Wang, Hui-li Wang, Chunwu Yin

Publication date 6 March 2009

zbMATH Keywords

discrete risk modelmain claimruin probabilitysecondary claim

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(5)

• A discrete-time risk model with interaction between classes of business.
• Bidimensional discrete-time risk models based on bivariate claim count time series
• Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks
• Discrete-time risk processes with after-effects and association
• The compound binomial risk model with time-correlated claims

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