On a risk model with dependence between claim sizes and claim intervals
type: Item
instance of: scholarly article
title: On a risk model with dependence between claim sizes and claim intervals
zbMATH Open document ID: 1284.91258
author: Xin Zhang
author: Qing-bin Meng
author: Junyi Guo
published in: Statistics \& Probability Letters
publication date: 2008-09-29T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5348279
MaRDI profile type: Publication
full work available at URL: j.spl.2008.01.031
OpenAlex ID: W2069605064
cites work: A ruin model with dependence between claim sizes and claim intervals
cites work: Simulation of ruin probabilities for risk processes of Markovian type
cites work: Tail probabilities for non-standard risk and queueing processes with subexponential jumps
cites work: Asymptotic ruin probabilities for risk processes with dependent increments.
cites work: Rough descriptions of ruin for a general class of surplus processes
cites work: Large deviations for the time of ruin
cites work: Ruin probabilities for time-correlated claims in the compound binomial model.
cites work: On a correlated aggregate claims model with Poisson and Erlang risk processes.
DOI: 10.1016/J.SPL.2008.01.031
description: scientific article; zbMATH DE number 5348279