Ruin probabilities in the mixed claim frequency risk models

DOI10.1155/2014/314307zbMath1407.91141OpenAlexW2050415981WikidataQ59065780 ScholiaQ59065780MaRDI QIDQ1718101

Zhao Xiaoqin, Chuang Xia Huang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/314307

Mathematics Subject Classification ID

Related Items (1)

POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk

Cites Work

• \(\ell_{1}\)-penalization for mixture regression models
• Finite mixture models and model-based clustering
• Aspects of risk theory
• The Omega model: from bankruptcy to occupation times in the red
• FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES

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