Ruin probabilities for large claims in delayed renewal risk model

DOI10.1007/s100120200014zbMath1088.62515OpenAlexW2038804513MaRDI QIDQ1849325

Chun Su, Qi-he Tang

Publication date: 1 December 2002

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

Full work available at URL: https://doi.org/10.1007/s100120200014

zbMATH Keywords

Ruin probabilitiesEquilibrium distributionRisk modelDelayed renewal processHeavy-tailed distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims ⋮ Ruin probability and local ruin probability in the random multi-delayed renewal risk model

This page was built for publication: Ruin probabilities for large claims in delayed renewal risk model