On a Risk Model With Delayed Claims Under Stochastic Interest Rates
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Publication:2792305
DOI10.1080/03610926.2013.799698zbMath1334.91042OpenAlexW1986845522MaRDI QIDQ2792305
Jianwei Gao, Wei Zou, Jie Hua Xie
Publication date: 8 March 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.799698
Markov chainstochastic interest ratecompound binomial modelGerber-Shiu discounted penalty functiondelayed claim
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Cites Work
- On the Gerber-Shiu discounted penalty function in a risk model with delayed claims
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- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
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- Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
- The compound binomial risk model with time-correlated claims
- Ruin probabilities allowing for delay in claims settlement
- Ruin probabilities for time-correlated claims in the compound binomial model.
- Discounted probabilities and ruin theory in the compound binomial model
- The compound binomial model with randomized decisions on paying dividends
- On a class of discrete time renewal risk models
- On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
- The queue GI/M/s with customers of different types or the queue GI/Hm/s
- Advances in Queueing Theory, Methods, and Open Problems
- On Ultimate Ruin in a Delayed-Claims Risk Model
- Ruin Probabilities in the Compound Markov Binomial Model
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