𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A ruin model with random income and dependence between claim sizes and claim intervals

✍ Scribed by Hu Yang; Yuan-yuan Hao


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2010
Tongue
English
Weight
185 KB
Volume
26
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Gerber–Shiu analysis in a perturbed risk
✍ Zhimin Zhang; Hu Yang 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 303 KB

In this paper, we consider a compound Poisson risk model perturbed by a Brownian motion. We construct the bivariate cumulative distribution function of the claim size and interclaim time by Farlie-Gumbel-Morgenstern copula. The integro-differential equations and the Laplace transforms for the Gerber