A discrete-time ruin model with dependence between interclaim arrivals and claim sizes

DOI10.1186/s13662-016-0893-4zbMath1419.62293OpenAlexW2469356830WikidataQ59466995 ScholiaQ59466995MaRDI QIDQ1625734

Ye Liu, Zhen-Hua Bao

Publication date: 29 November 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-016-0893-4

zbMATH Keywords

dependencedefective renewal equationGerber-Shiu discounted penalty functionLundberg's equation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

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