Ruin probabilities for time-correlated claims in the compound binomial model

By Kam Chuen Yuen, Junyi Guo. 2001

110 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/99baa31e733dc7b526adf7753853aa1bb16359f4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Kam Chuen Yuen
2. Kai Wang Ng
3. David Landriault
4. Hélène Cossette
5. É. Marceau
6. Junyi Guo
7. Yiqing Chen
8. Zhibin Liang

In Statistics and Probability

1. Kai Wang Ng
2. Junyi Guo
3. Kam Chuen Yuen
4. Hélène Cossette
5. David Landriault
6. É. Marceau

Citations in the corpus

• The compound binomial risk model with time-correlated claims (2007, background): “Assume that P1 u=0 f(u;x;y) 7 ), summation of u”
• On ultimate ruin in a delayed-claims risk model (2005, methodology): “The model Yuen and Guo (2001) used the method of probability-generating functions to derive ruin probabilities for the compound binomial model with discrete delay time for by-claims.”
• Ruin Probabilities in the Compound Markov Binomial Model (2003, background): “The reader can also see Yuen & Guo (2001) who consider a different extension to the compound binomial risk model.”