Extension of some classical results on ruin probability to delayed renewal model

DOI10.1007/S102550200070zbMath1031.91059OpenAlexW1996026669MaRDI QIDQ1566065

Qi-he Tang, Tao Jiang, Chun Su

Publication date: 27 February 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s102550200070

zbMATH Keywords

ruin probabilityheavy-tailsdelayed renewal risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Limit theorems in probability theory (60F99) Renewal theory (60K05)

Related Items (1)

Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims

Cites Work

• Unnamed Item
• Estimates for the probability of ruin with special emphasis on the possibility of large claims
• Aspects of risk theory
• Brill-Noether matrix for rank two vector bundles.

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