A discrete-time ruin model with dependence between interclaim arrivals and claim sizes
type: Item
instance of: scholarly article
title: A discrete-time ruin model with dependence between interclaim arrivals and claim sizes
zbMATH Open document ID: 1419.62293
author: Ye Liu
author: Zhenhua Bao
published in: Advances in Difference Equations
publication date: 2018-11-29T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6986832
zbMATH Keywords: dependence
zbMATH Keywords: Gerber-Shiu discounted penalty function
zbMATH Keywords: defective renewal equation
zbMATH Keywords: Lundberg's equation
Wikidata QID: Q59466995
MaRDI profile type: Publication
full work available at URL: s13662-016-0893-4
OpenAlex ID: W2469356830
cites work: Discounted probabilities and ruin theory in the compound binomial model
cites work: On a class of discrete time renewal risk models
cites work: Ruin Probabilities in the Compound Markov Binomial Model
cites work: A generalized penalty function for a class of discrete renewal processes
cites work: On a discrete-time risk model with general income and time-dependent claims
cites work: On the discrete-time compound renewal risk model with dependence
cites work: On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
cites work: A ruin model with dependence between claim sizes and claim intervals
cites work: A cautionary note on pricing longevity index swaps
cites work: On the modification of Rouche's theorem for the queueing theory problems
DOI: 10.1186/S13662-016-0893-4
Recommended article: A ruin model with dependence between claim sizes and claim intervals
Recommended article: Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
Recommended article: A ruin model with random income and dependence between claim sizes and claim intervals
Recommended article: On a ruin model with both interclaim times and premiums depending on claim sizes
Recommended article: A ruin model with compound Poisson income and dependence between claim sizes and claim intervals
Recommended article: Q4640673
Recommended article: On a risk model with dependence between interclaim arrivals and claim sizes
Recommended article: The probability of ruin in finite time with discrete claim size distribution
Recommended article: The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks
description: scientific article; zbMATH DE number 6986832