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

DOI10.1142/S0218488520400061OpenAlexW3047326885MaRDI QIDQ5876088FDOQ5876088

Bao Quoc Ta, Nguyen Huy Hoang

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)

Cited In (7)

• Title not available (Why is that?)
• Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions
• A discrete-time ruin model with dependence between interclaim arrivals and claim sizes
• Ruin probability for the bi-seasonal discrete time risk model with dependent claims
• Title not available (Why is that?)
• Ruin probabilities for time-correlated claims in the compound binomial model.
• On a risk model with dependence between interclaim arrivals and claim sizes

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