Joint distributions of some actuarial random vectors in the compound binomial model

DOI10.1016/J.INSMATHECO.2006.03.001zbMath1107.60303OpenAlexW2079362936MaRDI QIDQ865614

Jinyan Zhao, Guoxin Liu

Publication date: 19 February 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.03.001

zbMATH Keywords

ruin probabilitysequence of up-crossing zero pointsultimately leaving deficit timerenewal mass function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (4)

Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences ⋮ Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model ⋮ Joint and supremum distributions in the compound binomial model with Markovian environment ⋮ Computational results on the compound binomial risk model with nonhomogeneous claim occurrences

Cites Work

• Unnamed Item
• Ruin probabilities in the compound binomial model
• Ruin probability in the continuous-time compound binomial model
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
• The joint distributions of several important actuarial diagnostics in the classical risk model.
• Joint distributions of some actuarial random vectors containing the time of ruin
• Discounted probabilities and ruin theory in the compound binomial model

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