Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals
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Publication:6054128
DOI10.7153/JMI-2023-17-54OpenAlexW4387716554MaRDI QIDQ6054128
Publication date: 24 October 2023
Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7153/jmi-2023-17-54
diffusionsubexponentialityupper tail asymptotic independencerandom-time ruin probabilitynon-stationary arrival process
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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