A ruin model with random income and dependence between claim sizes and claim intervals

DOI10.1007/S10255-010-0028-8zbMath1197.91118OpenAlexW2053450611MaRDI QIDQ601953

Hu Yang, Yuan-yuan Hao

Publication date: 29 October 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-010-0028-8

zbMATH Keywords

ruin probabilitydependenceexpected discounted penalty functionruin model

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (3)

Unnamed Item ⋮ On a compound Poisson risk model with delayed claims and random incomes ⋮ A ruin model with compound Poisson income and dependence between claim sizes and claim intervals

Cites Work

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• Single-server queue with Markov-dependent inter-arrival and service times

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