On a discrete interaction risk model with delayed claims and randomized dividends

DOI10.1080/03610926.2020.1836221OpenAlexW3094592146MaRDI QIDQ5093709

Ya Huang, Juan Liu, Jie-Ming Zhou, Xu-yan Xiang

Publication date: 1 August 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1836221

zbMATH Keywords

Gerber-Shiu functionrandomized dividendsdelayed claimsdiscrete interaction risk modelnon-negative threshold

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Unnamed Item

Cites Work

• A note on a discrete time MAP risk model
• On a risk model with random incomes and dependence between claim sizes and claim intervals
• Expected present value of total dividends in a compound binomial model with delayed claims and random income
• The compound binomial model with randomly paying dividends to shareholders and policyholders
• Ruin probabilities in the compound binomial model
• On a discrete risk model with delayed claims and a randomized dividend strategy
• Some ruin problems for the MAP risk model
• The compound binomial risk model with time-correlated claims
• Ruin probabilities for time-correlated claims in the compound binomial model.
• A discrete-time risk model with interaction between classes of business.
• Discounted probabilities and ruin theory in the compound binomial model
• On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes
• On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
• The absolute ruin insurance risk model with a threshold dividend strategy
• The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
• The compound binomial model with randomized decisions on paying dividends
• Expected discounted dividends in a discrete semi-Markov risk model
• Ruin problems in a discrete Markov risk model
• The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process
• On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy
• Analysis of some ruin-related quantities in a Markov-modulated risk model
• On a discrete-time risk model with delayed claims and dividends
• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
• The probability of ruin in a discrete semi-Markov risk model
• Ruin Probabilities in the Compound Markov Binomial Model

This page was built for publication: On a discrete interaction risk model with delayed claims and randomized dividends