The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences

Cites Work

Mixed Poisson Distributions
Title not available (Why is that?)
On finite-time ruin probabilities for classical risk models
On a generalization of the Gerber-Shiu function to path-dependent penalties
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Title not available (Why is that?)
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems
Ruin problems in a discrete Markov risk model
Some results on the compound Markov binomial model
Ruin Probabilities in the Compound Markov Binomial Model
Sums of dependent Bernoulli random variables and disease clustering
Ruin probabilities for Bayesian exchangeable claims processes
Representation of a time-discrete probability of eventual ruin
Discounted probabilities and ruin theory in the compound binomial model
Distributional study of finite-time ruin related problems for the classical risk model
On distributions of runs in the compound binomial risk model
The Gerber-Shiu discounted penalty function in the compound Markov binomial model
Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
The finite-time ruin probability under the compound binomial risk model
Title not available (Why is that?)
Ruin probabilities in the compound binomial model
Joint distributions of some actuarial random vectors in the compound binomial model
Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
Optimal allocation of policy deductibles for exchangeable risks
Exchangeability-type properties of asset prices
Statistical modeling for discrete patterns in a sequence of exchangeable trials
Random sums of exchangeable variables and actuarial applications
Ruin probability in the continuous-time compound binomial model
Exchangeable claim sizes in a compound Poisson-type process
Comparison results for exchangeable credit risk portfolios
Computational results on the compound binomial risk model with nonhomogeneous claim occurrences
On the generalized Gerber-Shiu function for surplus processes with interest
Actuarial science. Theory and methodology.
On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences

This page was built for publication: The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574598)