On a discrete-time risk model with delayed claims and dividends
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Publication:4921212
DOI10.3233/RDA-2012-0073zbMath1263.91054MaRDI QIDQ4921212
Rong Wu, Jinzhu Li, Kam-Chuen Yuen
Publication date: 23 May 2013
Published in: Risk and Decision Analysis (Search for Journal in Brave)
ruin probability; Gerber-Shiu function; deficit at ruin; by-claim; compound binomial risk model; claim causing ruin; Main claim; surplus immediately before ruin; randomized dividend
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91G40: Credit risk
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