Advanced search
Publication Cover
Scandinavian Actuarial Journal Volume 2006, 2006 - Issue 3
Submit an article Journal homepage
125
Views
16
CrossRef citations to date
0
Altmetric
Original Article

Some results on the compound Markov binomial model

Kam-Chuen Yuen Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong E-mail: [email protected]Correspondence[email protected]
&
Junyi Guo School of Mathematical Sciences and LPMC, Nankai University, Tianjin, 300071, P. R, China E-mail: [email protected]
Pages 129-140 | Published online: 18 Feb 2007

Citations (16)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Irmina Czarna, Zbigniew Palmowski & Przemysław Świa̧tek. (2017) Discrete time ruin probability with Parisian delay. Scandinavian Actuarial Journal 2017:10, pages 854-869.
Read now

Articles from other publishers (15)

Hélène Cossette, Etienne Marceau, Julien Trufin & Pierre Zuyderhoff. (2020) Ruin-based risk measures in discrete-time risk models. Insurance: Mathematics and Economics 93, pages 246-261.
Crossref
Omer L. Gebizlioglu & Serkan Eryilmaz. (2018) The maximum surplus in a finite‐time interval for a discrete‐time risk model with exchangeable, dependent claim occurrences. Applied Stochastic Models in Business and Industry 35:3, pages 858-870.
Crossref
Zbigniew Palmowski, Lewis Ramsden & Apostolos D. Papaioannou. (2018) Parisian ruin for the dual risk process in discrete-time. European Actuarial Journal 8:1, pages 197-214.
Crossref
Serkan Eryilmaz & Omer L. Gebizlioglu. (2017) Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences. Journal of Computational and Applied Mathematics 313, pages 235-242.
Crossref
Kam Chuen Yuen, Mi Chen & Kam Pui Wat. (2017) On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends. Journal of Computational and Applied Mathematics 311, pages 239-251.
Crossref
Chaolin Liu, Zhimin Zhang & Hu Yang. (2017) A note on a discrete time MAP risk model. Journal of Computational and Applied Mathematics 309, pages 111-121.
Crossref
Mi Chen, Kam Chuen Yuen & Junyi Guo. (2014) Survival probabilities in a discrete semi-Markov risk model. Applied Mathematics and Computation 232, pages 205-215.
Crossref
Shuanming Li & Kristina P. Sendova. (2013) The finite-time ruin probability under the compound binomial risk model. European Actuarial Journal 3:1, pages 249-271.
Crossref
Wenguang Yu. (2013) Randomized Dividends in a Discrete Insurance Risk Model with Stochastic Premium Income. Mathematical Problems in Engineering 2013, pages 1-9.
Crossref
Yi-bin Yu, Li-xin Zhang & Yi Zhang. (2011) Joint and supremum distributions in the compound binomial model with Markovian environment. Applied Mathematics-A Journal of Chinese Universities 26:3, pages 265-279.
Crossref
Yibin Yu, Lixin Zhan & Yi Zhang. (2010) Finite-time ruin probabilities for the two-dimensional compound binomial model in Markovian environment. Finite-time ruin probabilities for the two-dimensional compound binomial model in Markovian environment.
Cong Gu, Shenghong Li & Bo Zhou. (2009) Ruin Probabilities for Markov-Modulated Jump-Diffusion Risk Model. Ruin Probabilities for Markov-Modulated Jump-Diffusion Risk Model.
Shuanming Li, Yi Lu & José Garrido. (2009) A review of discrete-time risk modelsUna revista de modelos de riesgo en tiempo discreto. Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas 103:2, pages 321-337.
Crossref
Cong Gu, Shenghong Li & Bo Zhou. (2009) On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment. On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment.
Hu Yang, Zhimin Zhang & Chunmei Lan. (2009) Ruin problems in a discrete Markov risk model. Statistics & Probability Letters 79:1, pages 21-28.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.