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Compound binomial risk model in a markovian environment

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  • Cossette, Helene
  • Landriault, David
  • Marceau, Etienne

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  • Cossette, Helene & Landriault, David & Marceau, Etienne, 2004. "Compound binomial risk model in a markovian environment," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 425-443, October.
    • Handle: RePEc:eee:insuma:v:35:y:2004:i:2:p:425-443
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    References listed on IDEAS

    as
    1. Muller, Alfred & Pflug, Georg, 2001. "Asymptotic ruin probabilities for risk processes with dependent increments," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 381-392, June.
    2. Gerber, Hans U., 1988. "Mathematical fun with ruin theory," Insurance: Mathematics and Economics, Elsevier, vol. 7(1), pages 15-23, January.
    3. repec:cup:astinb:v:14:y:1984:i:01:p:23-43_00 is not listed on IDEAS
    4. repec:cup:astinb:v:25:y:1995:i:02:p:153-175_00 is not listed on IDEAS
    5. repec:cup:astinb:v:15:y:1985:i:02:p:123-133_00 is not listed on IDEAS
    6. Yuen, K. C. & Guo, J. Y., 2001. "Ruin probabilities for time-correlated claims in the compound binomial model," Insurance: Mathematics and Economics, Elsevier, vol. 29(1), pages 47-57, August.
    7. repec:cup:astinb:v:18:y:1988:i:02:p:161-168_00 is not listed on IDEAS
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    Cited by:

    1. Zhengyan Lin & Xinmei Shen, 2013. "Approximation of the Tail Probability of Dependent Random Sums Under Consistent Variation and Applications," Methodology and Computing in Applied Probability, Springer, vol. 15(1), pages 165-186, March.
    2. Yang, Hu & Zhang, Zhimin & Lan, Chunmei, 2009. "Ruin problems in a discrete Markov risk model," Statistics & Probability Letters, Elsevier, vol. 79(1), pages 21-28, January.
    3. Sarabia, José María & Gómez-Déniz, Emilio & Prieto, Faustino & Jordá, Vanesa, 2016. "Risk aggregation in multivariate dependent Pareto distributions," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 154-163.
    4. XIAO, Lin, 2022. "Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm," Applied Mathematics and Computation, Elsevier, vol. 424(C).
    5. Hélène Cossette & Etienne Marceau & Véronique Maume-Deschamps, 2011. "Adjustment Coefficient for Risk Processes in Some Dependent Contexts," Methodology and Computing in Applied Probability, Springer, vol. 13(4), pages 695-721, December.
    6. Manel Kacem & Stéphane Loisel & Véronique Maume-Deschamps, 2016. "Some mixing properties of conditionally independent processes," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(5), pages 1241-1259, March.
    7. Kolev, Nikolai & Paiva, Delhi, 2008. "Random sums of exchangeable variables and actuarial applications," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 147-153, February.

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