Title of article
Ruin probabilities for time-correlated claims in the compound binomial model
Author/Authors
Yuen، نويسنده , , K.C. and Guo، نويسنده , , J.Y.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
11
From page
47
To page
57
Abstract
In this paper we consider the ruin probability for a risk process with time-correlated claims in the compound binomial model. It is assumed that every main claim will produce a by-claim but the occurrence of the by-claim may be delayed. Recursive formulas for the finite time ruin probabilities are obtained and explicit expressions for ultimate ruin probabilities are given in two special cases.
Keywords
By-claim , Gambler’s ruin , Compound binomial , Main claim , generating function , Ruin probability , Survival probability
Journal title
Insurance Mathematics and Economics
Serial Year
2001
Journal title
Insurance Mathematics and Economics
Record number
1542408
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