On the moments of the severity of ruin in the delayed renewal risk model under heavy-tailed claims

zbMath1048.62098MaRDI QIDQ1885183

Tao Jiang, Qi-he Tang

Publication date: 28 October 2004

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

zbMATH Keywords

ruin probabilitiestail equivalencesubexponential classdelayed renewal risk model\(\varphi\)-moment

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)