Research on Ruin Problems with Two-type by-claims and Delay Period Based on Compound Binomial Risk Model
نویسندگان
چکیده
منابع مشابه
On the Gerber-shiu Penalty Function for the Compound Binomial Risk Model with Delayed Claims
Abstract: In this paper we consider the Gerber-Shiu penalty function in the compound binomial risk model with time-correlated claims. It is assumed that each main claim will induce a by-claim but the occurrence of the by-claim may be delayed with a certain probability. Formulas for the probability generating function of the penalty function are obtained, together with the expression for the pen...
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The following stochastic model, which can be used for example to describe an insurance business, has been considered by Grandell (1991) and Embrechts et al. (1997), Rolski et al. (1999) and Asmussen (2000), among others. Costs of claims Zi, ib 1, form a sequence of independent and identically distributed (i.i.d.), positive random variables (r.v.s) with a common distribution function (d.f.) F an...
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ژورنال
عنوان ژورنال: AASRI Procedia
سال: 2012
ISSN: 2212-6716
DOI: 10.1016/j.aasri.2012.06.049