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On the occupation times in a delayed Sparre Andersen risk model with exponential claims

Jin, Can; Li, Shuanming; Wu, Xueyuan - In: Insurance / Mathematics & economics 71 (2016), pp. 304-316

Persistent link: https://www.econbiz.de/10011630855

Ruin probabilities for a risk model with two classes of risk processes

Wu, Xueyuan - 2010

Persistent link: https://www.econbiz.de/10008656087

The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion

Li, Shuanming (contributor) - 2005

Persistent link: https://www.econbiz.de/10002575852

On a discrete-time two level NCD risk model

Wu, Xueyuan; Chen, Mi; Guo, Junyi - 2014

Persistent link: https://www.econbiz.de/10011342004

Discrete-time risk models with claim correlated premiums in a Markovian environment

Osatakul, Dhiti; Wu, Xueyuan - In: Risks : open access journal 9 (2021) 1/26, pp. 1-23

In this paper we consider a discrete-time risk model, which allows the premium to be adjusted according to claims experience. This model is inspired by the well-known bonus-malus system in the non-life insurance industry. Two strategies of adjusting periodic premiums are considered: aggregate...

Persistent link: https://www.econbiz.de/10012423153