On a risk model with random incomes and dependence between claim sizes and claim intervals-Reference-Cited by-同舟云学术

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On a risk model with random incomes and dependence between claim sizes and claim intervals

Published:2013-06 Issue:3 Volume:24 Page:557-580
ISSN:0019-3577
Container-title:Indagationes Mathematicae
language:en
Short-container-title:Indagationes Mathematicae

Author:

Xie Jie-hua,Zou Wei

Funder

Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Mathematics

Reference16 articles.

1. A ruin model with dependence between claim sizes and claim intervals;Albrecher;Insurance: Mathematics & Economics,2004

2. On a risk model with dependence between interclaim arrivals and claim sizes;Boudreault;Scandinavian Actuarial Journal,2006

3. On the time to ruin for Erlang(2) risk processes;Dickson;Insurance: Mathematics & Economics,2001

4. Ruin estimation for large claims;Embrechts;Insurance: Mathematics & Economics,1988

5. On the time value of ruin;Gerber;North American Actuarial Journal,1998

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1. On an insurance ruin model with a causal dependence structure and perturbation;Journal of Computational and Applied Mathematics;2024-10

2. Determining Safe Withdrawal Rates for Post-Retirement via a Ruin-Theory Approach;Risks;2024-04-19

3. Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy;Mathematics;2020-10-30

4. On a discrete interaction risk model with delayed claims and randomized dividends;Communications in Statistics - Theory and Methods;2020-10-24

5. Risk models based on copulas for premiums and claim sizes;Communications in Statistics - Theory and Methods;2019-09-12

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