Ruin problems for the discrete time insurance risk model with the dependent claim amount

DOI10.13548/J.SXZZ.20170401.009zbMATH Open1413.62193MaRDI QIDQ4640673FDOQ4640673

Authors: Li Yu, Qingfang Wang, Shuidi Huang 

Publication date: 25 May 2018

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zbMATH Keywords

duration of ruindiscount ratedouble type riskfirst-order autoregressive structure

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (17)

• The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks
• Several ruin problems of a discrete time risk model with diffusion and by-claims
• Title not available (Why is that?)
• Ruin problems for an autoregressive risk model with dependent rates of interest
• A discrete-time ruin model with dependence between interclaim arrivals and claim sizes
• The deficit at ruin in a class of discrete time risk model with dependent structure
• Ruin time distributions for the discrete time insurance risk model with changeable rates
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims
• Ruin problems for risk processes with dependent phase-type claims
• Ruin problems for the discrete time risk process based on ARMA model
• Ruin probability for a discrete time model with investment returns and dependent structure
• Discrete-time risk processes with after-effects and association
• Research on ruin probability of risk model based on AR (1) time series
• Ruin problems for the discrete time insurance risk model with discount rate and multiple types of insurance
• On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences
• Title not available (Why is that?)
• Ruin problems for the discrete time model of general reinsurance with dependent rates of interest

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