Computational results on the compound binomial risk model with nonhomogeneous claim occurrences

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摘要

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.

论文关键词:Compound binomial risk model,Nonhomogeneous claim occurrences,Non-ruin probability,Recursive formulae

论文评审过程:Received 16 October 2013, Revised 26 November 2013, Available online 18 December 2013.

论文官网地址:https://doi.org/10.1016/j.cam.2013.12.004