Continuity inequalities for multidimensional renewal risk models

DOI10.1016/j.insmatheco.2018.06.005zbMath1416.91180OpenAlexW2808988074MaRDI QIDQ1799633

P. Vázquez-Ortega, Evgueni I. Gordienko

Publication date: 19 October 2018

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.06.005

zbMATH Keywords

probability metricstotal variation distancemultidimensional renewal risk modelapproximating risk modelcontinuity inequalities for surplus process

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

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