This paper derives several formulas for the probability of eventual ruin in a discrete-time model. In this model, the number of claims process is assumed to be binomial. The claim amounts, premium rate and initial surplus are assumed to be integer-valued
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is cr...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
Mestrado em Ciências ActuariaisNesta dissertação, vamos apresentar o modelo binomial composto em tem...
The aggregate claims are modeled as a compound binomial process, and the individual claim amounts ar...
The compound binomial model is a discrete time analogue (or approximation) of the compound Poisson m...
In this paper we re-cap the discrete model and views by Gerber (1988), also re-taken by other author...
In this paper we consider the ruin probability for a risk process with time-correlated claims in the...
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the ex...
In this paper, we extend the compound binomial model to the case where the premium income process, b...
International audienceThis paper is concerned with the problem of ruin in the classical compound bin...
Gerber (1988) has proposed a compound binomial model to describe the surplus process of an insurance...
We consider a class of compound renewal (Sparre Andersen) risk process with claim waiting times have...
Compound Binomial Risk Models In this bachelor thesis a total of six insurance risk models were anal...
In the classical compound Poisson model of the collective theory of risk let ?(u, y) denote the prob...
We study a discrete-time interaction risk model with delayed claims within the framework of the comp...
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is cr...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
Mestrado em Ciências ActuariaisNesta dissertação, vamos apresentar o modelo binomial composto em tem...
The aggregate claims are modeled as a compound binomial process, and the individual claim amounts ar...
The compound binomial model is a discrete time analogue (or approximation) of the compound Poisson m...
In this paper we re-cap the discrete model and views by Gerber (1988), also re-taken by other author...
In this paper we consider the ruin probability for a risk process with time-correlated claims in the...
Using an approach similar to that of Gerber and Shiu (1998), a recursive formula is given for the ex...
In this paper, we extend the compound binomial model to the case where the premium income process, b...
International audienceThis paper is concerned with the problem of ruin in the classical compound bin...
Gerber (1988) has proposed a compound binomial model to describe the surplus process of an insurance...
We consider a class of compound renewal (Sparre Andersen) risk process with claim waiting times have...
Compound Binomial Risk Models In this bachelor thesis a total of six insurance risk models were anal...
In the classical compound Poisson model of the collective theory of risk let ?(u, y) denote the prob...
We study a discrete-time interaction risk model with delayed claims within the framework of the comp...
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is cr...
One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is t...
Mestrado em Ciências ActuariaisNesta dissertação, vamos apresentar o modelo binomial composto em tem...
DOI
Add to ORKG