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

DOI10.1016/J.INSMATHECO.2006.03.001zbMATH Open1107.60303OpenAlexW2079362936MaRDI QIDQ865614FDOQ865614

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

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zbMATH Keywords

ruin probabilitysequence of up-crossing zero pointsultimately leaving deficit timerenewal mass function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Title not available (Why is that?)
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• Discounted probabilities and ruin theory in the compound binomial model
• Ruin probabilities in the compound binomial model
• Joint distributions of some actuarial random vectors containing the time of ruin
• The joint distributions of several important actuarial diagnostics in the classical risk model.
• Ruin probability in the continuous-time compound binomial model

Cited In (7)

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

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