On the probability of ruin in the compound Poisson risk model with potentially delayed claims
DOI10.1007/S40065-012-0043-0zbMATH Open1307.60065OpenAlexW2086678551WikidataQ59293712 ScholiaQ59293712MaRDI QIDQ742099FDOQ742099
Authors: Wei Zou, Jianwei Gao, Jie-hua Xie 
Publication date: 18 September 2014
Published in: Arabian Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40065-012-0043-0
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Integro-ordinary differential equations (45J05)
Cites Work
- On the time to ruin for Erlang(2) risk processes.
- On a risk model with dependence between interclaim arrivals and claim sizes
- Title not available (Why is that?)
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Ruin probabilities allowing for delay in claims settlement
- Ruin probabilities for time-correlated claims in the compound binomial model.
- On Ultimate Ruin in a Delayed-Claims Risk Model
- Delay in claim settlement
- The compound binomial risk model with time-correlated claims
- Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
- On a risk model with stochastic premiums income and dependence between income and loss
- On the expected discounted penalty function for the compound Poisson risk model with delayed claims
- A ruin model with dependence between claim sizes and claim intervals
- Analysis of a defective renewal equation arising in ruin theory
- Large deviations for risk models in which each main claim induces a delayed claim
- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
- On the probability of ruin in a continuous risk model with delayed claims
Cited In (8)
- On the expected discounted penalty function for the compound Poisson risk model with delayed claims
- On the probability of ruin in a continuous risk model with two types of delayed claims
- On a compound Poisson risk model with delayed claims and random incomes
- On the probability of ruin in a continuous risk model with delayed claims
- Delay in claim settlement and ruin probability approximations
- On a risk model with claim investigation
- Survival probability of a dependent setting two-type risk
- A discrete-time risk model with Poisson ARCH claim-number process
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