Studies on a double Poisson-geometric insurance risk model with interference

DOI10.1155/2013/128796zbMath1264.91070OpenAlexW2126153876WikidataQ58921231 ScholiaQ58921231MaRDI QIDQ1955991

Wenguang Yu, Yujuan Huang

Publication date: 13 June 2013

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/128796

Mathematics Subject Classification ID

Related Items (3)

Action strategy analysis in probabilistic preference movement-based three-way decision ⋮ A dependent insurance risk model with surrender and investment under the thinning process ⋮ Valuation of guaranteed unitized participating life insurance under MEGB2 distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the probability of ruin in a Markov-modulated risk model
• Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
• Aspects of risk theory
• The compound binomial model with a constant dividend barrier and periodically paid dividends
• Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
• On the Sums of Compound Negative Binomial and Gamma Random Variables
• Ruin Probabilities in the Compound Markov Binomial Model

This page was built for publication: Studies on a double Poisson-geometric insurance risk model with interference