Ruin Probabilities in the Compound Markov Binomial Model

By Hélène Cossette, David Landriault, É. Marceau. 2003

70 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d1a0b215e11612a2471f7381a3c1789a8c17fbe7

Citations in the corpus

• The compound binomial risk model with time-correlated claims (2007, unknown): “and Guo(2001) we know that EUn+1 = nq(„X + „Y ) + q„X + qµ„Y ( 2 )”