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On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
Woo, Jae-Kyung - In: Insurance / Mathematics & economics 70 (2016), pp. 354-363
Persistent link: https://www.econbiz.de/10011597325
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Asymptotic correlation structure of discounted incurred but not reported claims under fractional poisson arrival process
Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; … - In: European journal of operational research : EJOR 276 (2019) 2, pp. 582-601
Persistent link: https://www.econbiz.de/10012003605
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A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; … - In: Insurance / Mathematics & economics 103 (2022), pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
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On the analysis of time dependent claims in a class of birth process claim count models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Insurance / Mathematics & economics 58 (2014), pp. 168-173
Persistent link: https://www.econbiz.de/10010437573
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On the analysis of ruin-related quantities in the delayed renewal risk model
Kim, So-Yeun; Willmot, Gordon E. - In: Insurance / Mathematics & economics 66 (2016), pp. 77-85
Persistent link: https://www.econbiz.de/10011442700
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On series expansions for scale functions and other ruin-related quantities
Landriault, David; Willmot, Gordon E. - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 292-306
Persistent link: https://www.econbiz.de/10012262737