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Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims - MaRDI portal

Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims (Q2016804)

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scientific article; zbMATH DE number 6311000
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English
Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims
scientific article; zbMATH DE number 6311000

    Statements

    Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims (English)
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    30 June 2014
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    semi-Markov risk model
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    constant interest force
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    asymptotic behaviors
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    heavy-tailed distributions
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