On a risk model with dependence between claim sizes and claim intervals
From MaRDI portal
Publication:947167
DOI10.1016/j.spl.2008.01.031zbMath1284.91258OpenAlexW2069605064MaRDI QIDQ947167
Xin Zhang, Qing-bin Meng, Jun-Yi Guo
Publication date: 29 September 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.031
Related Items
Markov-dependent risk model with multi-layer dividend strategy ⋮ Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model ⋮ Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model ⋮ On a ruin model with both interclaim times and premiums depending on claim sizes ⋮ On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula ⋮ On a risk model with random incomes and dependence between claim sizes and claim intervals ⋮ The risk model with stochastic premiums, dependence and a threshold dividend strategy ⋮ Multivariate insurance models: an overview ⋮ On a discrete-time risk model with general income and time-dependent claims
Cites Work
- A ruin model with dependence between claim sizes and claim intervals
- Asymptotic ruin probabilities for risk processes with dependent increments.
- Ruin probabilities for time-correlated claims in the compound binomial model.
- On a correlated aggregate claims model with Poisson and Erlang risk processes.
- Simulation of ruin probabilities for risk processes of Markovian type
- Rough descriptions of ruin for a general class of surplus processes
- Tail probabilities for non-standard risk and queueing processes with subexponential jumps
- Large deviations for the time of ruin