Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims

DOI10.1080/03610926.2019.1648828OpenAlexW2965568242MaRDI QIDQ5079471

Jianxi Lin

Publication date: 27 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1648828

zbMATH Keywords

heavy tailsruin probabilitysubexponentialitysecond order asymptoticsdelayed renewal risk model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics (62-XX) Sums of independent random variables; random walks (60G50)

Related Items

Second order asymptotics for infinite-time ruin probability in a compound renewal risk model

Cites Work

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