Risk process with stochastic income and two-step premium rate

DOI10.1016/j.amc.2010.06.016zbMath1197.91113OpenAlexW2027549480MaRDI QIDQ711315

Ie. Karnaukh

Publication date: 25 October 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.06.016

zbMATH Keywords

risk processdiscounted joint densitystochastic premiumstwo-step premium rate

Mathematics Subject Classification ID

Related Items (2)

The compound binomial risk model with delayed claims and random income ⋮ On a discrete-time risk model with random income and a constant dividend barrier

Cites Work

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• The compound Poisson risk model with a threshold dividend strategy
• Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou
• Prelimit and limit generalizations of the Pollaczek–Khinchin formula
• On the exit from a finite interval for the risk processes with stochastic premiums
• On the Time Value of Ruin

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