On the first time of ruin in two-dimensional discrete time risk model with dependent claim occurrences

DOI10.1080/03610926.2017.1337145zbMath1390.91180OpenAlexW2621422207MaRDI QIDQ4563539

Serkan N. Eryılmaz

Publication date: 1 June 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1337145

zbMATH Keywords

exchangeabilitydependencebivariate risk processcompound beta-binomial model

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09)

Cites Work

• Unnamed Item
• Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
• A two-dimensional ruin problem on the positive quadrant
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• Some results on ruin probabilities in a two-dimensional risk model.
• Theory of statistics
• Dependence properties and bounds for ruin probabilities in multivariate compound risk models
• On the first time of ruin in the bivariate compound Poisson model
• Ruin problems for a discrete time risk model with non-homogeneous conditions
• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process
• A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
• Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate

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