ON THE PROBABILITY OF RUIN IN A CONTINUOUS RISK MODEL WITH DELAYED CLAIMS

DOI10.4134/JKMS.2013.50.1.111zbMath1264.91078MaRDI QIDQ4917352

Wei Zou, Jie Hua Xie

Publication date: 29 April 2013

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://mathnet.or.kr/mathnet/kms_content.php?no=410966

zbMATH Keywords

Laplace transformsurvival probabilitycontinuous time risk modeldelayed claim

Mathematics Subject Classification ID

Related Items (5)

Asymptotics for a time-dependent by-claim model with dependent subexponential claims ⋮ Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest ⋮ Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims ⋮ On the probability of ruin in the compound Poisson risk model with potentially delayed claims ⋮ On the probability of ruin in a continuous risk model with two types of delayed claims

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