Ruin Probabilities in the Mixed Claim Frequency Risk Models

被引：0

作者：

Zhao Xiaoqin ^{[1
]}

Huang, Chuangxia ^{[1
,2
]}

机构：

[1] Changsha Univ Sci & Technol, Sch Math & Comp Sci, Changsha 410004, Hunan, Peoples R China

[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 10090, Peoples R China

来源：

MATHEMATICAL PROBLEMS IN ENGINEERING | 2014年 / 2014卷

基金：

中国国家自然科学基金; 中国博士后科学基金;

关键词：

BANKRUPTCY;

D O I：

10.1155/2014/314307

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

We consider two mixed claim frequency risk models. Some important probabilistic properties are obtained by probability-theory methods. Some important results about ruin probabilities are obtained by martingale approach.

引用

页数：7

共 50 条

[1] Ruin Probabilities for Risk Models with Ordered Claim Arrivals
Claude Lefèvre
Philippe Picard
[J]. Methodology and Computing in Applied Probability, 2014, 16 : 885 - 905
[2] Ruin Probabilities for Risk Models with Ordered Claim Arrivals
Lefevre, Claude
Picard, Philippe
[J]. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2014, 16 (04) : 885 - 905
[3] Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts
Sanguesa, C.
[J]. INSURANCE MATHEMATICS & ECONOMICS, 2006, 39 (01): : 69 - 80
[4] Approximations of ruin probabilities in mixed Poisson models with lattice claim amounts.
Carmen, S
[J]. INSURANCE MATHEMATICS & ECONOMICS, 2005, 37 (02): : 378 - 378
[5] Ruin probabilities in classical renewal risk models with time dependent claim amounts
Mathieu, B
Cossette, H
David, L
Marceau, É
[J]. INSURANCE MATHEMATICS & ECONOMICS, 2005, 37 (02): : 379 - 379
[6] Ruin probabilities in perturbed risk models
Schlegel, S
[J]. INSURANCE MATHEMATICS & ECONOMICS, 1998, 22 (01): : 93 - 104
[7] Ruin probabilities for competing claim processes
Huzak, M
Perman, M
Sikic, H
Vondracek, Z
[J]. JOURNAL OF APPLIED PROBABILITY, 2004, 41 (03) : 679 - 690
[8] Ruin Probabilities for Risk Models with Constant Interest
Nguyen, H. H.
[J]. UKRAINIAN MATHEMATICAL JOURNAL, 2020, 71 (10) : 1636 - 1642
[9] Ruin Probabilities for Risk Models with Constant Interest
H. H. Nguyen
[J]. Ukrainian Mathematical Journal, 2020, 71 : 1636 - 1642
[10] CALCULATIONS OF RUIN PROBABILITIES CONCERNING WITH CLAIM OCCURRENCES
Wang Shanshan
Zhang Chunsheng
Wu Rong
[J]. ACTA MATHEMATICA SCIENTIA, 2010, 30 (03) : 919 - 931

← 1 2 3 4 5 →