On the asymptotic behavior of the ruin probability for an infinite period when the epochs of claims form a renewal process

DOI10.1080/03461238.1974.10408665zbMath0288.60082OpenAlexW2008309695MaRDI QIDQ4776715

Olof Thorin

Publication date: 1974

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1974.10408665

Mathematics Subject Classification ID

Special processes (60K99) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

Stationarity aspects of the sparre andersen risk process and the corresponding ruin probabilitles ⋮ Computational methods in risk theory: a matrix-algorithmic approach ⋮ Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes ⋮ Compound poisson processes, as modified by Ornstein-Uhlenbeck processes, Part II ⋮ Ruin probability of the renewal model with risky investment and large claims ⋮ Probabilities of ruin

Cites Work

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