On a risk model with stochastic premiums income and dependence between income and loss

DOI10.1016/j.cam.2009.12.004zbMath1188.91094OpenAlexW1989371381MaRDI QIDQ964929

Zhimin Zhang, Hu Yang

Publication date: 21 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.cam.2009.12.004

zbMATH Keywords

Laplace transformruin probabilityGerber-Shiu functiondefective renewal equationstochastic premiums

Mathematics Subject Classification ID

Related Items (13)

Risk models based on copulas for premiums and claim sizes ⋮ On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income ⋮ Ruin under stochastic dependence between premium and claim arrivals ⋮ On a risk model with random incomes and dependence between claim sizes and claim intervals ⋮ An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments ⋮ The expected discounted penalty function under a renewal risk model with stochastic income ⋮ On a discrete Markov-modulated risk model with random premium income and delayed claims ⋮ Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums ⋮ On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes ⋮ On a compound Poisson risk model with delayed claims and random incomes ⋮ An insurance risk process with a generalized income process: a solvency analysis ⋮ On the probability of ruin in the compound Poisson risk model with potentially delayed claims ⋮ A ruin model with compound Poisson income and dependence between claim sizes and claim intervals

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• A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
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