The compound binomial risk model with time-correlated claims

DOI10.1016/j.insmatheco.2006.10.009zbMath1119.91059OpenAlexW2073365822MaRDI QIDQ997091

Yuntao Xiao, Jun-Yi Guo

Publication date: 19 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.10.009

zbMATH Keywords

ruin probabilityjoint distributioncompound binomial risk modelby-claimsLundberg's inequalitymain claims

Mathematics Subject Classification ID

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Cites Work

• Unnamed Item
• Ruin probabilities in the compound binomial model
• Ruin probabilities for time-correlated claims in the compound binomial model.
• An insensitivity property of Lundberg's estimate for delayed claims
• On Ultimate Ruin in a Delayed-Claims Risk Model
• Ruin Probabilities in the Compound Markov Binomial Model

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