The limit behavior of a risk model based on entrance processes

DOI10.1016/j.camwa.2008.02.036zbMath1155.91406OpenAlexW2042913990MaRDI QIDQ1004828

Hongmin Xiao, Weiwei Liu, Zehui Li

Publication date: 12 March 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.02.036

zbMATH Keywords

heavy-tailed distributionnonhomogeneous Poisson processcanonical measure\(\alpha \)-stable distributioninfinite divisible distributioninsurance risk process

Mathematics Subject Classification ID

Distribution theory (60E99)

Related Items

Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate, The limit property of a risk model based on entrance processes, Lifetime properties of a cumulative shock model with a cluster structure

Cites Work

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• Risk theory in a Markovian environment