Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims

DOI10.1007/s11009-021-09921-2zbMath1505.62512OpenAlexW4205647237MaRDI QIDQ2684912

Meng Yuan, Dawei Lu

Publication date: 17 February 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-021-09921-2

zbMATH Keywords

ruin probabilitydelayed claimsubexponential class

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Actuarial mathematics (91G05)

Related Items (3)

Asymptotics for a time-dependent by-claim model with dependent subexponential claims ⋮ Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims ⋮ Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims

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