A risk model with delay in claim settlement.

DOI10.1007/BF02684035zbMath1148.62317OpenAlexW2313870203MaRDI QIDQ1864217

Kai-Tai Fang, Rong Wu

Publication date: 17 March 2003

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02684035

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Special processes (60K99)

Related Items (1)

A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates

Cites Work

• Delay in claim settlement
• Classical risk theory in an economic environment
• Unnamed Item

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