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- W1992623206 abstract "This article considers a dependent insurance risk model. We assume that the inter-arrival time depends on the previous claim size through a deterministic threshold structure. Adjustment coefficient and Lundberg-type upper bound for the ruin probability are obtained. In case of exponential claim size, an explicit solution for the ruin probability is obtained by solving a system of ordinary delay differential equations. Some numerical results are included for illustration purposes." @default.
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- W1992623206 date "2010-02-25" @default.
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- W1992623206 title "Dependent Insurance Risk Model: Deterministic Threshold" @default.
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- W1992623206 doi "https://doi.org/10.1080/03610920902788103" @default.
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