OpenAlex
On a discrete-time risk model with general income and time-dependent claims
Work
Year: 2013
Type: article
Abstract: We consider a discrete-time risk model with general premium rate and time-dependent claim sizes, in which the interclaim time has an impact on the subsequent claim size. By studying the roots of Lundb... more
Source: Journal of Computational and Applied Mathematics
Authors He Liu, Zhenhua Bao
Institutions Inner Mongolia University of Science and Technology, Liaoning Normal University
Cites: 26
Cited by: 4
Related to: 10
FWCI: 0.354
Citation percentile (by year/subfield): 72.78
Topic: Probability and Risk Models
Subfield: Management Science and Operations Research
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal No poverty
Open Access status: hybrid
APC paid (est): $3,040
Funders National Natural Science Foundation of China, China Postdoctoral Science Foundation
Grant IDS 11001114, 2013M530905