Discrete-time risk models with claim correlated premiums in a Markovian environment
Year of publication: |
2021
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Authors: | Osatakul, Dhiti ; Wu, Xueyuan |
Subject: | bonus-malus system | discrete-time risk model | finite-time ruin | Lundberg inequality | Markov modulated risk model | recursive computation | Markov-Kette | Markov chain | Risikomodell | Risk model | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Versicherungsmathematik | Actuarial mathematics | Wahrscheinlichkeitsrechnung | Probability theory | Finanzmathematik | Mathematical finance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks9010026 [DOI] hdl:10419/258116 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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