On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

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Cites work

A discrete-time risk model with interaction between classes of business.
A note on a discrete time MAP risk model
A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
Analysis of some ruin-related quantities in a Markov-modulated risk model
Discounted probabilities and ruin theory in the compound binomial model
Expected discounted dividends in a discrete semi-Markov risk model
Expected present value of total dividends in a compound binomial model with delayed claims and random income
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
On a class of renewal risk model with random income
On a class of risk processes with barriers and random incomes
On a discrete risk model with delayed claims and a randomized dividend strategy
On a discrete-time risk model with delayed claims and dividends
On a discrete-time risk model with general income and time-dependent claims
On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
On a risk model with delayed claims under stochastic interest rates
On a risk model with random incomes and dependence between claim sizes and claim intervals
On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income
On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy
On the expected discounted penalty function for a risk model with two classes of claims and random incomes
On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes
On the Gerber–Shiu function with random discount rate
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Ruin probabilities for time-correlated claims in the compound binomial model.
Ruin probabilities in the compound binomial model
Ruin Probabilities in the Compound Markov Binomial Model
Ruin problems in a discrete Markov risk model
Some ruin problems for the MAP risk model
The compound binomial model with randomized decisions on paying dividends
The compound binomial risk model with delayed claims and random income
The compound binomial risk model with time-correlated claims
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier
The probability of ruin in a discrete semi-Markov risk model
The queue GI/M/s with customers of different types or the queue GI/H_m/s

Cited in

(10)

On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes
On a discrete Markov-modulated risk model with random premium income and delayed claims
Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
On a risk model with delayed claims under stochastic interest rates
带延迟索赔和随机收入的离散风险模型的Gerber-Shiu分析（英）
On the dividends of the risk model with Markovian barrier
On a discrete interaction risk model with delayed claims and randomized dividends
Randomized dividends in a discrete risk model with time-correlated claims
On a compound Poisson risk model with delayed claims and random incomes
On the dual risk model with Parisian implementation delays under a mixed dividend strategy

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