On the Gerber–Shiu discounted penalty function in a risk model with two types of delayed-claims and random income-Reference-Cited by-同舟云学术

On the Gerber–Shiu discounted penalty function in a risk model with two types of delayed-claims and random income

Published:2014-10 Issue: Volume:269 Page:42-52
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Gao Jianwei,Wu Liyuan

Funder

Natural Science Foundation of China

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference18 articles.

1. G. Stabile, G.L. Torrisi, Risk processes with delayed claims for heavy tailed distributions. Methods, Models, and Information Technologies for Decision Support Systems, Universit‘a del Salento, Lecce, 2008.

2. Ruin probabilities allowing for delay in claims settlement;Waters;Insurance Math. Econom.,1985

3. Ruin probabilities for time-correlated claims in the compound binomial model;Yuen;Insurance Math. Econom.,2001

4. On ultimate ruin in a delayed-claims risk model;Yuen;J. Appl. Probab.,2005

5. The compound binomial risk model with time-correlated claims;Xiao;Insurance Math. Econom.,2007

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