In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with...In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with a certain probability. The dividend policy that certain amount of dividends will be paid as long as the surplus is greater than a constant dividend barrier is also introduced into this delayed claims risk model. By means of the probability generating functions, formulae for the expected present value of total dividend payments prior to ruin are obtained for discrete-type individual claims. Explicit expressions for the corresponding results are derived for K n claim amount distributions. Numerical illustrations are also given.展开更多
This paper studies a multidimensional delay-claim risk model in which an insurance company operates$d(d≥2) lines of business exposed to a common renewal counting process.Each catastrophic event simultaneously produce...This paper studies a multidimensional delay-claim risk model in which an insurance company operates$d(d≥2) lines of business exposed to a common renewal counting process.Each catastrophic event simultaneously produces main and delayed claims across all business lines,where the delayed claims are settled after random delay periods.The surplus process incorporates a geometric Lévy price process to describe investment returns.Assuming that the main and delayed claims follow subexponential distributions and satisfy a conditional linear dependence structure,we derive asymptotic estimates for the finite-time ruin probability.The obtained results extend existing findings on delay-claim models to the multidimensional framework and contribute to a deeper understanding of ruin behavior under dependence and heavy-tailed risks.展开更多
基金The NSF (11201217) of Chinathe NSF (20132BAB211010) of Jiangxi Province
文摘In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with a certain probability. The dividend policy that certain amount of dividends will be paid as long as the surplus is greater than a constant dividend barrier is also introduced into this delayed claims risk model. By means of the probability generating functions, formulae for the expected present value of total dividend payments prior to ruin are obtained for discrete-type individual claims. Explicit expressions for the corresponding results are derived for K n claim amount distributions. Numerical illustrations are also given.
文摘This paper studies a multidimensional delay-claim risk model in which an insurance company operates$d(d≥2) lines of business exposed to a common renewal counting process.Each catastrophic event simultaneously produces main and delayed claims across all business lines,where the delayed claims are settled after random delay periods.The surplus process incorporates a geometric Lévy price process to describe investment returns.Assuming that the main and delayed claims follow subexponential distributions and satisfy a conditional linear dependence structure,we derive asymptotic estimates for the finite-time ruin probability.The obtained results extend existing findings on delay-claim models to the multidimensional framework and contribute to a deeper understanding of ruin behavior under dependence and heavy-tailed risks.
