scholarly journals ON THE GERBER-SHIU PENALTY FUNCTION FOR THE COMPOUND BINOMIAL RISK MODEL WITH DELAYED CLAIMS

2016 ◽  
Vol 106 (1) ◽  
Author(s):  
Z. Bao ◽  
H. Liu ◽  
Y. Liu
Keyword(s):  
Penalty Function ◽  
Risk Model ◽  
Compound Binomial ◽  
Compound Binomial Risk Model

scholarly journals Probability of ruin in discrete insurance risk model with dependent Pareto claims

2019 ◽  
Vol 7 (1) ◽  
pp. 215-233
Author(s):  
Corina D. Constantinescu ◽  
Tomasz J. Kozubowski ◽  
Haoyu H. Qian
Keyword(s):  
Power Law ◽  
Pareto Distribution ◽  
Risk Model ◽  
Probability Distributions ◽  
Insurance Risk ◽  
Probability Of Ruin ◽  
New Class ◽  
Compound Binomial ◽  
Compound Binomial Risk Model ◽  
Positive Integers

AbstractWe present basic properties and discuss potential insurance applications of a new class of probability distributions on positive integers with power law tails. The distributions in this class are zero-inflated discrete counterparts of the Pareto distribution. In particular, we obtain the probability of ruin in the compound binomial risk model where the claims are zero-inflated discrete Pareto distributed and correlated by mixture.

Compound binomial risk model in a markovian environment

2004 ◽  
Vol 35 (2) ◽  
pp. 425-443 ◽  
Author(s):  
Hélène Cossette ◽  
David Landriault ◽  
Étienne Marceau
Keyword(s):  
Risk Model ◽  
Markovian Environment ◽  
Compound Binomial ◽  
Compound Binomial Risk Model

scholarly journals On the Compound Binomial Risk Model with Delayed Claims and Randomized Dividends

Risks ◽  
2018 ◽  
Vol 6 (1) ◽  
pp. 6 ◽  
Author(s):  
Kam Wat ◽  
Kam Yuen ◽  
Wai Li ◽  
Xueyuan Wu
Keyword(s):  
Risk Model ◽  
Compound Binomial ◽  
Compound Binomial Risk Model
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