{"id":"https://openalex.org/W2378752007","doi":null,"title":"Two Correlated Aggregate Claims Risk Model with a Constant Dividend Barrier","display_name":"Two Correlated Aggregate Claims Risk Model with a Constant Dividend Barrier","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W2378752007","mag":"2378752007"},"language":"en","primary_location":{"id":"mag:2378752007","doi":null,"is_oa":false,"landing_page_url":"http://en.cnki.com.cn/Article_en/CJFDTOTAL-KXJS201122030.htm","pdf_url":null,"source":{"id":"https://openalex.org/S2764978371","display_name":"Science Technology and Engineering","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319389","host_organization_name":"Mahasarakham University","host_organization_lineage":["https://openalex.org/P4310319389"],"host_organization_lineage_names":["Mahasarakham University"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Science Technology and Engineering","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5024613830","display_name":"Bingyu Kou","orcid":"https://orcid.org/0000-0003-3961-538X","observed_orcids":["https://orcid.org/0000-0003-3961-538X"]},"institutions":[{"id":"https://openalex.org/I4210163363","display_name":"PLA Army Engineering University","ror":"https://ror.org/05mgp8x93","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210163363"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Bingyu Kou","raw_affiliation_strings":["Department of Applied Mathematics and Physics,PLA University of Science and Technology,Nanjing 211101,P"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics and Physics,PLA University of Science and Technology,Nanjing 211101,P","institution_ids":["https://openalex.org/I4210163363"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5024613830"],"corresponding_institution_ids":["https://openalex.org/I4210163363"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.0,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dividend-policy","display_name":"dividend policy","score":0.5199999809265137},{"id":"https://openalex.org/keywords/poisson-process","display_name":"Poisson process","score":0.8429999947547913},{"id":"https://openalex.org/keywords/integro-differential-equations","display_name":"integro-differential equations","score":0.9610000252723694},{"id":"https://openalex.org/keywords/boundary-conditions","display_name":"boundary conditions","score":0.6949999928474426},{"id":"https://openalex.org/keywords/ruin-theory","display_name":"ruin theory","score":0.7020000219345093}],"concepts":[{"id":"https://openalex.org/C82484044","wikidata":"https://www.wikidata.org/wiki/Q334879","display_name":"Erlang (programming language)","level":3,"score":0.824548602104187},{"id":"https://openalex.org/C6180225","wikidata":"https://www.wikidata.org/wiki/Q3411771","display_name":"Penalty method","level":2,"score":0.6989682912826538},{"id":"https://openalex.org/C116168712","wikidata":"https://www.wikidata.org/wiki/Q181201","display_name":"Dividend","level":2,"score":0.5979133248329163},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.5725010633468628},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.5580543875694275},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5445362329483032},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.5379970073699951},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4499172568321228},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.32831889390945435},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.20238637924194336},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1936192512512207},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16435542702674866},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C42383842","wikidata":"https://www.wikidata.org/wiki/Q193076","display_name":"Functional programming","level":2,"score":0.0},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2378752007","doi":null,"is_oa":false,"landing_page_url":"http://en.cnki.com.cn/Article_en/CJFDTOTAL-KXJS201122030.htm","pdf_url":null,"source":{"id":"https://openalex.org/S2764978371","display_name":"Science Technology and Engineering","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319389","host_organization_name":"Mahasarakham University","host_organization_lineage":["https://openalex.org/P4310319389"],"host_organization_lineage_names":["Mahasarakham University"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Science Technology and Engineering","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2371901511","https://openalex.org/W2101946591","https://openalex.org/W2041589698","https://openalex.org/W4294176897","https://openalex.org/W2069533020","https://openalex.org/W2148955379","https://openalex.org/W7163032695","https://openalex.org/W6980591674","https://openalex.org/W2383095453","https://openalex.org/W1966192757"],"abstract_inverted_index":{"The":[0],"Gerber-Shiu":[1,44,55],"expected":[2,45,56],"discounted":[3,46,57],"penalty":[4,47,58],"functions":[5,48,59],"for":[6,42],"a":[7,23],"risk":[8],"model":[9],"with":[10,39],"two":[11],"dependent":[12],"classes":[13,30],"of":[14,22,28,53],"insurance":[15],"business":[16],"is":[17],"considered":[18],"in":[19],"the":[20,43,50,54],"presence":[21],"constant":[24],"dividend":[25],"barrier.Claim":[26],"occurrence":[27],"both":[29],"relate":[31],"to":[32],"Poisson":[33],"and":[34,49],"generalized":[35],"Erlang(2)":[36],"processes.Integro-differential":[37],"equations":[38],"boundary":[40],"conditions":[41],"explicit":[51],"expression":[52],"are":[60],"derived.":[61]},"counts_by_year":[],"updated_date":"2025-10-10T17:16:08.811792","created_date":"2016-06-24T00:00:00"}