Computational results on the compound binomial risk model with nonhomogeneous claim occurrences
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| Publication date | 2013 |
| Journal | Journal of Computational and Applied Mathematics |
| Volume | Issue number | 263 |
| Pages (from-to) | 69-77 |
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| Abstract | The aim of this paper is to give a recursive formula for non-ruin (survival) probability when the claim occurrences are nonhomogeneous in the compound binomial risk model. We give recursive formulas for non-ruin (survival) probability and for distribution of the total number of claims under the condition that the claim occurrences are nonhomogeneous. |
| Document type | Article |
| Language | English |
| Published at |
https://doi.org/10.1016/j.cam.2013.12.004
(Final published version)
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