Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model
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Publication:5745547
DOI10.1080/15326349.2013.847610zbMath1282.91158OpenAlexW2085126184MaRDI QIDQ5745547
Can Jin, Fengjing Huang, Shuanming Li
Publication date: 30 January 2014
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2013.847610
duration of negative surplusfirst hitting timefinite-time ruin probabilitynumber of claimsgeneralized hyper-geometric functioncompound-binomial risk model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Renewal theory (60K05)
Related Items (3)
A note on ruin problems in perturbed classical risk models ⋮ Distributional study of finite-time ruin related problems for the classical risk model ⋮ Moments of deficit duration and its proportion in general compound binomial model
Cites Work
- The finite-time ruin probability under the compound binomial risk model
- The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
- Ruin probabilities in the compound binomial model
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
- Representation of a time-discrete probability of eventual ruin
- Discounted probabilities and ruin theory in the compound binomial model
- The Density of the Time to Ruin in the Classical Poisson Risk Model
- A review of discrete-time risk models
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