Asymptotics for ultimate ruin probability in a by-claim risk model
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Publication:4993830
DOI10.15388/namc.2021.26.20948zbMath1466.91274OpenAlexW3135446978MaRDI QIDQ4993830
Aili Zhang, Shuang Liu, Yang Yang
Publication date: 10 June 2021
Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15388/namc.2021.26.20948
Related Items (4)
Asymptotics for a time-dependent by-claim model with dependent subexponential claims ⋮ Multiseasonal discrete-time risk model revisited ⋮ Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims ⋮ Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process
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Cites Work
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