Skip to content

Author

Jiraphan Suntornchost

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Sep 2026

Correlated Risk Model Based on Compound Poisson Claim Count Process with Reinsurance and Investment

In this paper, we introduce a correlated aggregate claims risk model based on a compound Poisson counting process for non-equidispersed claim count data, incorporating with investment and reinsurance. Accordingly, the risk model has three distinct components: (1) the correlated risk model, which has multiple classes of...

Sutipon Punaluek, Jiraphan Suntornchost · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.