Showing results 1 to 5 of 5
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Analysis of an insurance risk model with thinning dependence and common shock Journal:Journal of Actuarial Practice | 2006 | ||
A discrete-time risk model with interaction between classes of business Journal:Insurance: Mathematics and Economics | 2003 | ||
On a discrete-time risk model with delayed claims and dividends Journal:Risk and Decision Analysis | 2013 | ||
On ultimate ruin in a delayed-claims risk model Journal:Journal of Applied Probability | 2005 | ||
Ruin probabilities for time-correlated claims in the compound binomial model Journal:Insurance: Mathematics and Economics | 2001 |