In this paper, we discuss a generalization of the classical compound Poisson model with claim sizes following a compound distribution. As applications, we consider models involving zero-truncated geometric, zero-truncated negative-binomial and zero-truncated binomial batch-claim arrivals. We also provide some ruin-related quantities under the resulting risk models. Finally, through numerical examples, we visualize the behavior of these quantities.
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Univ Hong Kong, Dept Stat & Actuarial Sci, Pokfulam Rd, Pokfulam, Hong Kong, Peoples R ChinaUniv Hong Kong, Dept Stat & Actuarial Sci, Pokfulam Rd, Pokfulam, Hong Kong, Peoples R China
Wei, Wei
Liang, Zhibin
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Nanjing Normal Univ, Inst Finance & Stat, Sch Math Sci, Nanjing 210023, Jiangsu, Peoples R ChinaUniv Hong Kong, Dept Stat & Actuarial Sci, Pokfulam Rd, Pokfulam, Hong Kong, Peoples R China
Liang, Zhibin
Yuen, Kam Chuen
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Univ Hong Kong, Dept Stat & Actuarial Sci, Pokfulam Rd, Pokfulam, Hong Kong, Peoples R ChinaUniv Hong Kong, Dept Stat & Actuarial Sci, Pokfulam Rd, Pokfulam, Hong Kong, Peoples R China
机构:
Qufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R ChinaQufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China
Li, Shilong
Zhao, Xia
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Shanghai Univ Int Business & Econ, Sch Stat & Informat, Shanghai 201620, Peoples R ChinaQufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China
Zhao, Xia
Yin, Chuancun
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Qufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R ChinaQufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China
Yin, Chuancun
Huang, Zhiyue
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Univ Cambridge, MRC Biostat Unit, Cambridge CB2 0SR, EnglandQufu Normal Univ, Sch Stat, Qufu 273165, Shandong, Peoples R China
机构:
Univ New South Wales, Business Sch, Sch Risk & Actuarial Studies, Sydney, NSW, AustraliaUniv New South Wales, Business Sch, Sch Risk & Actuarial Studies, Sydney, NSW, Australia
Cheung, Eric C. K.
Zhang, Zhimin
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Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R ChinaUniv New South Wales, Business Sch, Sch Risk & Actuarial Studies, Sydney, NSW, Australia