Paper Title:
On a Risk Model with Dependence between Interclaim Arrivals and Claim Sizes with Multiple Thresholds under Stochastic Interest
  Abstract

The risk model with dependence between interclaim arrivals and claim sizes is studied in the presence of multiple thresholds and stochastic interest. An integro-differential equation for some Gerber-Shiu discounted penalty functions is derived.

  Info
Periodical
Advanced Materials Research (Volumes 179-180)
Edited by
Garry Zhu
Pages
1086-1090
DOI
10.4028/www.scientific.net/AMR.179-180.1086
Citation
Y. J. Huang, A. Q. Li, "On a Risk Model with Dependence between Interclaim Arrivals and Claim Sizes with Multiple Thresholds under Stochastic Interest", Advanced Materials Research, Vols. 179-180, pp. 1086-1090, 2011
Online since
January 2011
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