Interval estimation of the ruin probability in the classical compound Poisson risk model
Computational Statistics & Data Analysis, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
You, Honglong +2 more
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A note on the perturbed compound poisson risk model with a threshold dividend strategy
Acta Mathematicae Applicatae Sinica, English Series, 2009The authors consider the perturbed compound Poisson risk model with a threshold dividend strategy. In the context of this model, they state integro-differential equations for Gerber-Shiu functions and discounted dividend payments functions. The main contribution of the article is in deriving boundary conditions to solve these equations.
Li, Bo, Wu, Rong
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On the compound Poisson risk model with dependence and a threshold dividend strategy
Statistics & Probability Letters, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shi, Yafeng, Liu, Peng, Zhang, Chunsheng
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Analysis of ruin measures for the classical compound Poisson risk model with dependence
Scandinavian Actuarial Journal, 2010In this paper, we consider an extension to the classical compound Poisson risk model. Historically, it has been assumed that the claim amounts and claim inter-arrival times are independent. In this contribution, a dependence structure between the claim amount and the interclaim time is introduced through a Farlie–Gumbel–Morgenstern copula.
Héléne Cossette +2 more
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Large deviations for generalized compound Poisson risk models and its bankruptcy moments
Science in China Series A, 2004zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Estimate of the ruin probability in compound generalized Poisson risk model
2001Summary: The compound Poisson risk model to a compound generalized Poisson risk model was generalized and it is proved that the compound generalized Poisson risk model can be changed into the compound Poisson risk model. The formula of the ruin probability and its upper and lower bounds of the ruin probability are obtained.
Gong, Rizhao, Yang, Xiangqun
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On variational bounds in the compound Poisson approximation of the individual risk model
Insurance: Mathematics and Economics, 2007zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Compound Poisson-Geometric Risk Model with Risk Investment and Barrier Dividend
Pure Mathematics, 2022openaire +1 more source
Optimal dividend and stopping problems for two-dimensional compound poisson risk model
Communications in Statistics - Theory and Methods, 2023Jingwei Li, Guoxin Liu
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Cancer risk among World Trade Center rescue and recovery workers: A review
Ca-A Cancer Journal for Clinicians, 2022Paolo Boffetta +2 more
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