On a discrete-time risk model with time-dependent claims and impulsive dividend payments-Reference-Cited by-同舟云学术

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On a discrete-time risk model with time-dependent claims and impulsive dividend payments

Published:2020-02-15 Issue:8 Volume:2020 Page:736-753
ISSN:0346-1238
Container-title:Scandinavian Actuarial Journal
language:en
Short-container-title:Scandinavian Actuarial Journal

Author:

Zhang Lianzeng¹,Liu He¹

Affiliation:

1. School of Finance, Nankai University, Tianjin, People's Republic of China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03461238.2020.1726808

Reference22 articles.

1. Survival probabilities in a discrete semi-Markov risk model

2. Ruin Probabilities in the Compound Markov Binomial Model

3. Ruin probabilities in the discrete time renewal risk model

4. Analysis of ruin measures for the classical compound Poisson risk model with dependence

5. An Introduction to Difference Equations

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Research on the Ruin Problem of Dependent Risk Model Based on the Sum of Two Independent Exponential Random Variables;Advances in Applied Mathematics;2023

2. Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm;Applied Mathematics and Computation;2022-07

3. On a Discrete-Time Risk Model with Random Income and a Constant Dividend Barrier;Journal of Mathematics;2021-05-25

4. Correction;Scandinavian Actuarial Journal;2020-03-19

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