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This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times. Assuming that the time arrival of the first claim follows a generalized...
Persistent link: https://www.econbiz.de/10013200565
Despite rising concern over the biology of Sickle Cell Anaemia (SCA), no general modeling approach has considered the effects of the selective advantage of Haemoglobin S (HbS) over Haemoglobin (HbA). This paper develops a theoretical framework and demonstrates mathematically that mating between...
Persistent link: https://www.econbiz.de/10004977678
This paper considers the risk model perturbed by a diffusion process with a time delay in the arrival of the first two claims and takes into account dependence between claim amounts and the claim inter-occurrence times. Assuming that the time arrival of the first claim follows a generalized...
Persistent link: https://www.econbiz.de/10012203649
Persistent link: https://www.econbiz.de/10013173245