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Ruin probability in the continuous-time compound binomial model

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  • Liu, Guoxin
  • Wang, Ying
  • Zhang, Bei

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  • Liu, Guoxin & Wang, Ying & Zhang, Bei, 2005. "Ruin probability in the continuous-time compound binomial model," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 303-316, June.
    • Handle: RePEc:eee:insuma:v:36:y:2005:i:3:p:303-316
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    References listed on IDEAS

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    1. Willmot, Gordon E., 1993. "Ruin probabilities in the compound binomial model," Insurance: Mathematics and Economics, Elsevier, vol. 12(2), pages 133-142, April.
    2. Cheng, Shixue & Gerber, Hans U. & Shiu, Elias S. W., 2000. "Discounted probabilities and ruin theory in the compound binomial model," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 239-250, May.
    3. Gerber, Hans U., 1988. "Mathematical Fun with the Compound Binomial Process," ASTIN Bulletin, Cambridge University Press, vol. 18(2), pages 161-168, November.
    4. Dickson, David C.M., 1994. "Some Comments on the Compound Binomial Model," ASTIN Bulletin, Cambridge University Press, vol. 24(1), pages 33-45, May.
    5. Shiu, Elias S.W., 1989. "The Probability of Eventual Ruin in the Compound Binomial Model," ASTIN Bulletin, Cambridge University Press, vol. 19(2), pages 179-190, November.
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    Cited by:

    1. Liu, Guoxin & Wang, Ying, 2008. "On the expected discounted penalty function for the continuous-time compound binomial risk model," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2446-2455, October.
    2. Liu, Guoxin & Zhao, Jinyan, 2007. "Joint distributions of some actuarial random vectors in the compound binomial model," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 95-103, January.

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