The compound binomial risk model with time-correlated claims

DOI10.1016/J.INSMATHECO.2006.10.009zbMATH Open1119.91059OpenAlexW2073365822MaRDI QIDQ997091FDOQ997091

Authors: Yuntao Xiao, Junyi Guo

Publication date: 19 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.10.009

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zbMATH Keywords

ruin probability joint distribution compound binomial risk model by-claims Lundberg's inequality main claims

Mathematics Subject Classification ID

Cites Work

Ruin probabilities for time-correlated claims in the compound binomial model.
On Ultimate Ruin in a Delayed-Claims Risk Model
Title not available (Why is that?)
Ruin Probabilities in the Compound Markov Binomial Model
Ruin probabilities in the compound binomial model
An insensitivity property of Lundberg's estimate for delayed claims

Cited In (42)

On the expected discounted penalty function for the compound Poisson risk model with delayed claims
Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
On the probability of ruin in a continuous risk model with two types of delayed claims
On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
On a discrete Markov-modulated risk model with random premium income and delayed claims
Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims
On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy
On a compound Poisson risk model with delayed claims and random incomes
On the probability of ruin in the compound Poisson risk model with potentially delayed claims
On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
Uniform asymptotics for a renewal risk model with a random number of delayed claims
Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns
Bidimensional discrete-time risk models based on bivariate claim count time series
A consistent estimation of optimal dividend strategy in a risk model with delayed claims
On a discrete interaction risk model with delayed claims and randomized dividends
Title not available (Why is that?)
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
Asymptotics for ultimate ruin probability in a by-claim risk model
On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
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 Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
A note on a discrete time MAP risk model
On the Gerber-Shiu discounted penalty function in a risk model with delayed claims
The compound binomial risk model with delayed claims and random income
Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims
Ruin probabilities for time-correlated claims in the compound binomial model.
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
Survival probabilities in a discrete semi-Markov risk model
Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process
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
On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income
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 pairwise quasi-asymptotically independent random variables and their applications
The compound binomial risk model with randomly charging premiums and paying dividends to shareholders
Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion

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