Ruin probabilities for large claims in generalized delayed renewal risk model

zbMath1057.62094MaRDI QIDQ1768035

Fengyang Cheng

Publication date: 11 March 2005

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

heavy-tailed distributionruin probabilitygeneralized delayed renewal risk model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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