Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times

DOI10.1142/S0218488520400061MaRDI QIDQ5876088OpenAlexFDO

Authors Nguyen Huy Hoang, Bao Quoc Ta

Publication date 31 January 2023

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218488520400061

zbMATH Keywords

ruin probabilities\(m\)-dependent random variablesCramér-Lundberg modelrisk model with continuous time

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Risk models (general) (91B05)

Recommendations

• On a risk model with dependence between claim sizes and claim intervals
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
• Ruin probabilities for risk models with constant interest
• On the ruin probability for the dependent risk model
• Finite-time ruin probability of a compound risk model with dependent claim sizes

Cited in

(7)

• A discrete-time ruin model with dependence between interclaim arrivals and claim sizes
• On a risk model with dependence between interclaim arrivals and claim sizes
• Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims
• scientific article; zbMATH DE number 5812605 (Why is no real title available?)
• scientific article; zbMATH DE number 6398557 (Why is no real title available?)
• Ruin probabilities for time-correlated claims in the compound binomial model.

This page was built for publication: Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5876088)