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On Ultimate Ruin in a Delayed-Claims Risk Model - MaRDI portal

On Ultimate Ruin in a Delayed-Claims Risk Model (Q5312848)

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scientific article; zbMATH DE number 2199100
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English
On Ultimate Ruin in a Delayed-Claims Risk Model
scientific article; zbMATH DE number 2199100

    Statements

    title
    On Ultimate Ruin in a Delayed-Claims Risk Model (English)
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    author
    Kai Wang Ng
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    Kam-Chuen Yuen
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    Jun-Yi Guo
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    publication date
    25 August 2005
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    zbMATH Keywords
    Brownian motion
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    ultimate ruin probability
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    weak convergence
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    main claim
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    by-claim
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    martingale
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    Lundberg exponent
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60H05
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    60K99
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    91B30
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    zbMATH DE Number
    2199100
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    OpenAlex ID
    W2167667440
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