On a risk model with dependence between interclaim arrivals and claim sizes

DOI10.1080/03461230600992266zbMath1145.91030OpenAlexW1973545414MaRDI QIDQ3440853

Étienne Marceau, Hélène Cossette, David Landriault, Mathieu Boudreault

Publication date: 29 May 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230600992266

zbMATH Keywords

ruin probabilitycompound Poisson risk modeldefective renewal equationGerber-Shiu discounted penalty function

Mathematics Subject Classification ID

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