Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims

DOI10.15388/namc.2021.26.23963zbMath1492.91318OpenAlexW3197827689MaRDI QIDQ5029938

Zhimin Zhang, Yang Yang, Xin-Zhi Wang

Publication date: 15 February 2022

Published in: Nonlinear Analysis: Modelling and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15388/namc.2021.26.23963

zbMATH Keywords

finite-time ruin probabilitymain and delayed claims

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Related Items (3)

A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* ⋮ Multiseasonal discrete-time risk model revisited ⋮ Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process

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