The compound binomial risk model with time-correlated claims

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Cites work

scientific article; zbMATH DE number 2130681 (Why is no real title available?)
An insensitivity property of Lundberg's estimate for delayed claims
On Ultimate Ruin in a Delayed-Claims Risk Model
Ruin Probabilities in the Compound Markov Binomial Model
Ruin probabilities for time-correlated claims in the compound binomial model.
Ruin probabilities in the compound binomial model

Cited in

(42)

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
Uniform asymptotics for a renewal risk model with a random number of delayed claims
On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy
Ruin problems for correlated claims binomial risk models
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Ruin problems for correlated discrete risk models
On a discrete interaction risk model with delayed claims and randomized dividends
On a compound Poisson risk model with delayed claims and random incomes
Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns
The compound binomial risk model with delayed claims and random income
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
Asymptotics for ultimate ruin probability in a by-claim risk model
Computational results on the compound binomial risk model with nonhomogeneous claim occurrences
On a discrete risk model with delayed claims and a randomized dividend strategy
The compound binomial risk model with randomly charging premiums and paying dividends to shareholders
On the probability of ruin in the compound Poisson risk model with potentially delayed claims
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
Randomized dividends in a discrete risk model with time-correlated claims
On a discrete Markov-modulated risk model with random premium income and delayed claims
Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim
Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process
Survival probabilities in a discrete semi-Markov risk model
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
On a risk model with delayed claims under stochastic interest rates
Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
A note on a discrete time MAP risk model
Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
Bidimensional discrete-time risk models based on bivariate claim count time series
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
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
Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims
On pairwise quasi-asymptotically independent random variables and their applications
Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
A consistent estimation of optimal dividend strategy in a risk model with delayed claims
On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income
Ruin probabilities for time-correlated claims in the compound binomial model.
On the Gerber-Shiu discounted penalty function in a risk model with delayed claims
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims

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