Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims

DOI10.3934/jimo.2016.12.31zbMath1317.62013OpenAlexW2335272218MaRDI QIDQ2515265

Juan Zheng, Qingwu Gao, Zhongquan Huang, Houcai Shen

Publication date: 31 July 2015

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2016.12.31

zbMATH Keywords

asymptoticsquasi-asymptotic independencesubexponentialitytime-dependencerandom-time ruin probability

Mathematics Subject Classification ID

Related Items (2)

Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model ⋮ Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals

Cites Work

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