Journal article

Some ruin problems for the MAP risk model

Jingchao Li, David CM Dickson, Shuanming Li

Insurance: Mathematics and Economics | ELSEVIER | Published : 2015

DOI: 10.1016/j.insmatheco.2015.08.001

University of Melbourne Researchers

Shuanming Li Author Economics

David Dickson Author Economics

Citation metrics

12Web of Science

Keywords

Joint Distribution

Markov Additive Processes

Number of Claims Until Ruin

Moments of Time of Ruin

Mathematics, Interdisciplinary Applications

Laplace Transform

Mathematical Methods in Social Sciences

Density of Time of Ruin

Social Sciences, Mathematical Methods

Aggregate Discounted Claims

Physical Sciences

Business & Economics

Statistics & Probability

Science & Technology

Finite Time Ruin Probability

Social Sciences