On a perturbed dual risk model with dependence between inter-gain times and gain sizes

DOI10.1080/03610926.2016.1236959zbMATH Open1386.91081OpenAlexW2531597488MaRDI QIDQ4595840FDOQ4595840

Authors: Zhong Li, Kristina P. Sendova, Chen Yang 

Publication date: 6 December 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1236959

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zbMATH Keywords

dependencediffusionruin timedual model

Mathematics Subject Classification ID

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

Cited In (5)

• On the Parisian ruin of the dual Lévy risk model
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
• A \(2\times 2\) random switching model and its dual risk model
• On a Risk Model With Dual Seasonalities
• A unifying approach to the analysis of business with random gains

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