Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate

DOI10.1080/03610926.2017.1390137OpenAlexW2763796512MaRDI QIDQ5076950

Hongmin Xiao, Lin Xie

Publication date: 17 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1390137

zbMATH Keywords

asymptoticruin probabilityconstant interest forcedependence

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

The limit property of a risk model based on entrance processes

Cites Work

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