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- W1973732807 abstract "In this paper, we construct a risk model with a dependence setting where there exists a specific structure among the time between two claim occurrences, premium sizes and claim sizes. Given that the premium size is exponentially distributed, both the Laplace transforms and defective renewal equations for the expected discounted penalty functions are obtained. Exact representations for the solutions of the defective renewal equations are derived through an associated compound geometric distribution. When the claims are subexponentially distributed, the asymptotic formulae for ruin probabilities are obtained. Finally, when the individual premium sizes have rational Laplace transforms, the Laplace transforms for the expected discounted penalty functions are obtained." @default.
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- W1973732807 date "2013-06-01" @default.
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- W1973732807 title "On a risk model with random incomes and dependence between claim sizes and claim intervals" @default.
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- W1973732807 doi "https://doi.org/10.1016/j.indag.2013.01.010" @default.
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