{"id":"https://openalex.org/W1980522582","doi":"https://doi.org/10.1017/s0021900200009785","title":"A Risk Model with Delayed Claims","display_name":"A Risk Model with Delayed Claims","publication_year":2013,"publication_date":"2013-09-01","ids":{"openalex":"https://openalex.org/W1980522582","doi":"https://doi.org/10.1017/s0021900200009785","mag":"1980522582"},"language":"en","primary_location":{"id":"doi:10.1017/s0021900200009785","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200009785","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"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/A5072092319","display_name":"Angelos Dassios","orcid":"https://orcid.org/0000-0002-3968-2366"},"institutions":[{"id":"https://openalex.org/I909854389","display_name":"London School of Economics and Political Science","ror":"https://ror.org/0090zs177","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I909854389"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Angelos Dassios","raw_affiliation_strings":["\ufeffLondon School of Economics"],"affiliations":[{"raw_affiliation_string":"\ufeffLondon School of Economics","institution_ids":["https://openalex.org/I909854389"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5070431645","display_name":"Hongbiao Zhao","orcid":"https://orcid.org/0000-0002-1698-8434"},"institutions":[{"id":"https://openalex.org/I181679659","display_name":"Shanghai University of Finance and Economics","ror":"https://ror.org/00wtvfq62","country_code":"CN","type":"education","lineage":["https://openalex.org/I181679659"]},{"id":"https://openalex.org/I909854389","display_name":"London School of Economics and Political Science","ror":"https://ror.org/0090zs177","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I909854389"]}],"countries":["CN","GB"],"is_corresponding":false,"raw_author_name":"Hongbiao Zhao","raw_affiliation_strings":["Shanghai University of Finance and Economics","London School of Economics & Political Science (LSE)"],"affiliations":[{"raw_affiliation_string":"Shanghai University of Finance and Economics","institution_ids":["https://openalex.org/I181679659"]},{"raw_affiliation_string":"London School of Economics & Political Science (LSE)","institution_ids":["https://openalex.org/I909854389"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5072092319"],"corresponding_institution_ids":["https://openalex.org/I909854389"],"apc_list":null,"apc_paid":null,"fwci":1.2797,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.820935,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"50","issue":"03","first_page":"686","last_page":"702"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9997000098228455,"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":0.9997000098228455,"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/T11496","display_name":"Credit Risk and Financial Regulations","score":0.979200005531311,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9783999919891357,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"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/mathematics","display_name":"Mathematics","score":0.8796720504760742},{"id":"https://openalex.org/keywords/poisson-distribution","display_name":"Poisson distribution","score":0.7599503993988037},{"id":"https://openalex.org/keywords/risk-model","display_name":"Risk model","score":0.7003631591796875},{"id":"https://openalex.org/keywords/exponential-distribution","display_name":"Exponential distribution","score":0.6346600651741028},{"id":"https://openalex.org/keywords/connection","display_name":"Connection (principal bundle)","score":0.5796309113502502},{"id":"https://openalex.org/keywords/extension","display_name":"Extension (predicate logic)","score":0.5721821784973145},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5629251599311829},{"id":"https://openalex.org/keywords/homogeneous","display_name":"Homogeneous","score":0.542169988155365},{"id":"https://openalex.org/keywords/ruin-theory","display_name":"Ruin theory","score":0.5343854427337646},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.5159043073654175},{"id":"https://openalex.org/keywords/poisson-process","display_name":"Poisson process","score":0.4782513678073883},{"id":"https://openalex.org/keywords/compound-poisson-process","display_name":"Compound Poisson process","score":0.4697801470756531},{"id":"https://openalex.org/keywords/poisson-regression","display_name":"Poisson regression","score":0.43828222155570984},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.4156074523925781},{"id":"https://openalex.org/keywords/calculus","display_name":"Calculus (dental)","score":0.36454975605010986},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3046712279319763},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.26106005907058716},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.20286715030670166}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8796720504760742},{"id":"https://openalex.org/C100906024","wikidata":"https://www.wikidata.org/wiki/Q205692","display_name":"Poisson distribution","level":2,"score":0.7599503993988037},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.7003631591796875},{"id":"https://openalex.org/C55350006","wikidata":"https://www.wikidata.org/wiki/Q237193","display_name":"Exponential distribution","level":2,"score":0.6346600651741028},{"id":"https://openalex.org/C13355873","wikidata":"https://www.wikidata.org/wiki/Q2920850","display_name":"Connection (principal bundle)","level":2,"score":0.5796309113502502},{"id":"https://openalex.org/C2778029271","wikidata":"https://www.wikidata.org/wiki/Q5421931","display_name":"Extension (predicate logic)","level":2,"score":0.5721821784973145},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5629251599311829},{"id":"https://openalex.org/C66882249","wikidata":"https://www.wikidata.org/wiki/Q169336","display_name":"Homogeneous","level":2,"score":0.542169988155365},{"id":"https://openalex.org/C29859451","wikidata":"https://www.wikidata.org/wiki/Q17082609","display_name":"Ruin theory","level":3,"score":0.5343854427337646},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.5159043073654175},{"id":"https://openalex.org/C166144826","wikidata":"https://www.wikidata.org/wiki/Q1145117","display_name":"Poisson process","level":3,"score":0.4782513678073883},{"id":"https://openalex.org/C133338972","wikidata":"https://www.wikidata.org/wiki/Q2055750","display_name":"Compound Poisson process","level":4,"score":0.4697801470756531},{"id":"https://openalex.org/C73269764","wikidata":"https://www.wikidata.org/wiki/Q954529","display_name":"Poisson regression","level":3,"score":0.43828222155570984},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.4156074523925781},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.36454975605010986},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3046712279319763},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.26106005907058716},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.20286715030670166},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C199343813","wikidata":"https://www.wikidata.org/wiki/Q12128","display_name":"Dentistry","level":1,"score":0.0},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"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/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1017/s0021900200009785","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200009785","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},{"id":"pmh:oai:eprints.lse.ac.uk:49671","is_oa":false,"landing_page_url":"http://eprints.lse.ac.uk/49671/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401593","display_name":"London School of Economics and Political Science Research Online (London School of Economics and Political Science)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I909854389","host_organization_name":"London School of Economics and Political Science","host_organization_lineage":["https://openalex.org/I909854389"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"PeerReviewed"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.46000000834465027,"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W1511170401","https://openalex.org/W1743952524","https://openalex.org/W1972416999","https://openalex.org/W1974330614","https://openalex.org/W1977023568","https://openalex.org/W1981132030","https://openalex.org/W1996784898","https://openalex.org/W2007632216","https://openalex.org/W2010463282","https://openalex.org/W2021047139","https://openalex.org/W2022595598","https://openalex.org/W2031274835","https://openalex.org/W2042811566","https://openalex.org/W2076330581","https://openalex.org/W2087792916","https://openalex.org/W2097754156","https://openalex.org/W2123681453","https://openalex.org/W2150058316","https://openalex.org/W2153096370","https://openalex.org/W2167667440","https://openalex.org/W2323400965","https://openalex.org/W2751862591","https://openalex.org/W2985597128","https://openalex.org/W3125272213","https://openalex.org/W4247013728"],"related_works":["https://openalex.org/W2354680572","https://openalex.org/W2378874218","https://openalex.org/W2382375591","https://openalex.org/W2490588049","https://openalex.org/W2348278991","https://openalex.org/W2382626275","https://openalex.org/W2347797032","https://openalex.org/W2913298634","https://openalex.org/W2382545697","https://openalex.org/W2350826997"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"introduce":[4],"a":[5,27,33,47,62],"simple":[6],"risk":[7],"model":[8],"with":[9,46],"delayed":[10,84],"claims,":[11],"an":[12,87],"extension":[13],"of":[14,40,50,82],"the":[15,41,57,79,93],"classical":[16],"Poisson":[17,28,65],"model.":[18],"The":[19],"claims":[20,31,42,85,94],"are":[21,68,95],"assumed":[22],"to":[23,26,64],"arrive":[24],"according":[25],"process":[29],"and":[30,36,86],"follow":[32],"light-tailed":[34],"distribution,":[35],"each":[37],"loss":[38],"payment":[39],"will":[43],"be":[44],"settled":[45],"random":[48],"period":[49],"delay.":[51],"We":[52],"obtain":[53],"asymptotic":[54,74],"expressions":[55],"for":[56,78],"ruin":[58],"probability":[59],"by":[60],"exploiting":[61],"connection":[63],"models":[66],"that":[67],"not":[69],"time":[70],"homogeneous.":[71],"A":[72],"finer":[73],"formula":[75,89],"is":[76,90],"obtained":[77,91],"special":[80],"case":[81],"exponentially":[83,97],"exact":[88],"when":[92],"also":[96],"distributed.":[98]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2014,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}
