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On the first time of ruin in the bivariate compound Poisson model
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan - In: Insurance: Mathematics and Economics 38 (2006) 2, pp. 298-308
Persistent link: https://www.econbiz.de/10005365521
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On the first time of ruin in the bivariate compound Poisson model
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan - In: Insurance / Mathematics & economics 38 (2006) 2, pp. 298-308
Persistent link: https://www.econbiz.de/10006871524
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On a correlated aggregate claims model with Poisson and Erlang risk processes
Yuen, Kam C.; Guo, Junyi; Wu, Xueyuan - In: Insurance / Mathematics & economics 31 (2002) 2, pp. 205-214
Persistent link: https://www.econbiz.de/10006893338
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On a discrete-time two level NCD risk model
Wu, Xueyuan; Chen, Mi; Guo, Junyi - 2014
Persistent link: https://www.econbiz.de/10011342004
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On a discrete-time risk model with claim correlated premiums
Wu, Xueyuan; Chen, Mi; Guo, Junyi; Jin, Can - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 2, pp. 322-342
Persistent link: https://www.econbiz.de/10011542048
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A discrete-time risk model with interaction between classes of business
Wu, Xueyuan; Yuen, Kam C. - In: Insurance: Mathematics and Economics 33 (2003) 1, pp. 117-133
Persistent link: https://www.econbiz.de/10005374645
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A discrete-time risk model with interaction between classes of business
Wu, Xueyuan; Yuen, Kam C. - In: Insurance / Mathematics & economics 33 (2003) 1, pp. 117-134
Persistent link: https://www.econbiz.de/10006886816
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Multivariate Zero-Inflated Inar(1) Model with an Application in Automobile Insurance
Zhang, Pengcheng; Chen, Zezhun; Tzougas, George; Wu, Xueyuan - 2022
The aim of this paper is to propose a multivariate INAR(1) model for addressing all the challenges in high-dimensional non-life claim count data sets that exhibit time and cross dependence and a zero-inflation attribute. In particular, the innovation terms are modelled using a multivariate...
Persistent link: https://www.econbiz.de/10013403387
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Ruin probabilities for a risk model with two classes of risk processes
Wu, Xueyuan - 2010
Persistent link: https://www.econbiz.de/10008656087
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The compound binomial risk model with time-correlated claims
Xiao, Yuntao; Guo, Junyi - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 124-133
Persistent link: https://www.econbiz.de/10003755685