Joint distributions of some actuarial random vectors in the compound binomial model

DOI10.1016/J.INSMATHECO.2006.03.001MaRDI QIDQ865614zbMATH OpenOpenAlexFDO

Authors Guoxin Liu, Jinyan Zhao

Publication date 19 February 2007

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2006.03.001

zbMATH Keywords

renewal mass functionruin probabilitysequence of up-crossing zero pointsultimately leaving deficit time

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• Discounted probabilities and ruin theory in the compound binomial model
• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• Joint distributions of some actuarial random vectors containing the time of ruin
• Ruin probabilities in the compound binomial model
• Ruin probability in the continuous-time compound binomial model
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• The joint distributions of several important actuarial diagnostics in the classical risk model.

Cited in

(9)

• Joint distributions of some actuarial random vectors containing the time of ruin
• Computational results on the compound binomial risk model with nonhomogeneous claim occurrences
• Joint distributions of some actuarial random vectors in the continuous-time compound binomial model
• Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
• Joint and supremum distributions in the compound binomial model with Markovian environment
• On the extremes of surplus process in compound binomial model
• Joint distributions of some ruin related quantities in the compound binomial risk model
• Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model
• The maximum surplus in a finite-time interval for a discrete-time risk model with exchangeable, dependent claim occurrences

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