Finite-time ruin probability of a compound risk model with dependent claim sizes
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Publication:5382017
DOI10.12084/J.ISSN.2096-3289.2018.03.003zbMATH Open1424.62174MaRDI QIDQ5382017FDOQ5382017
Authors: Lamei Chen, Miaomiao Gao, Shurong Chen, Kaiyong Wang 
Publication date: 21 June 2019
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Cited In (11)
- Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
- Title not available (Why is that?)
- Tail asymptotic of discrete-time risk model with compound dependence and numerical simulation
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model
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- The compound binomial risk model with time-correlated claims
- Finite-time ruin probabilities for discrete, possibly dependent, claim severities
- Ruin probabilities for time-correlated claims in the compound binomial model.
- Finite-time ruin probability of a compound dependent discrete-time risk model
- The finite-time ruin probability in a dependent random premium rates risk model
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
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