𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

✍ Scribed by Xie, Jie-hua; Zou, Wei


Book ID
120423312
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
269 KB
Volume
24
Category
Article
ISSN
0019-3577

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Gerber–Shiu analysis in a perturbed risk
✍ Zhimin Zhang; Hu Yang πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 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