Discrete-time risk models with claim correlated premiums in a Markovian environment
Year of publication: |
2021
|
---|---|
Authors: | Osatakul, Dhiti ; Wu, Xueyuan |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 9.2021, 1, p. 1-23
|
Publisher: |
Basel : MDPI |
Subject: | bonus-malus system | discrete-time risk model | finite-time ruin | Lundberg inequality | Markov modulated risk model | recursive computation |
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