The limit behavior of a risk model based on entrance processes
type: Item
instance of: scholarly article
title: The limit behavior of a risk model based on entrance processes
zbMATH Open document ID: 1155.91406
author: Hongmin Xiao
author: Zehui Li
author: Weiwei Liu
publication date: 2009-03-12T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E99
zbMATH DE Number: 5528638
zbMATH Keywords: insurance risk process
zbMATH Keywords: nonhomogeneous Poisson process
zbMATH Keywords: canonical measure
zbMATH Keywords: infinite divisible distribution
zbMATH Keywords: heavy-tailed distribution
zbMATH Keywords: \(\alpha \)-stable distribution
MaRDI profile type: Publication
full work available at URL: j.camwa.2008.02.036
OpenAlex ID: W2042913990
cites work: Q3868650
cites work: Ruin estimates under interest force
cites work: The adjustment function in ruin estimates under interest force
cites work: Ruin probabilities in the presence of heavy-tails and interest rates
cites work: Ruin under interest force and subexponential claims: a simple treatment.
cites work: Risk theory in a Markovian environment
cites work: Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
cites work: Study of a risk model based on the entrance process
cites work: Q5624436
cites work: Q4343010
cites work: The central limit theorem for the Poisson shot-noise process
DOI: 10.1016/J.CAMWA.2008.02.036
published in: Computers & Mathematics with Applications
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description: scientific article; zbMATH DE number 5528638