The study of a thinning risk model

MaRDI QIDQ4641310zbMATH OpenFDO

Authors Xin Sun, Yu Duan

Publication date 25 May 2018

zbMATH Keywords

Gerber-Shiu discounted penalty functionrenewal equationthinning process

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• scientific article; zbMATH DE number 6613428

Cited in

(4)

• A dependent insurance risk model with surrender and investment under the thinning process
• Study of a risk model based on the entrance process
• Thinning of renewal processes in stochastic discounting models and risk frequency reduction operations
• Expected discounted penalty function for a thinning risk model

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