Ruin probabilities for risk process in a regime-switching environment

DOI10.1080/03461238.2021.1998923zbMath1505.91337arXiv2106.06982OpenAlexW3213915784MaRDI QIDQ5042780

Zbigniew Palmowski

Publication date: 26 October 2022

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

Full work available at URL: https://arxiv.org/abs/2106.06982

zbMATH Keywords

asymptoticscentral limit theoremchange of measuresubexponential distributionruin timecramér asymptotics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Actuarial mathematics (91G05)

Cites Work

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