Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims
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Publication:5063667
DOI10.1360/012016-4zbMath1499.62377OpenAlexW2337569721MaRDI QIDQ5063667
Wei Zhang, Fenglong Guo, Ding Cheng Wang
Publication date: 21 March 2022
Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1360/012016-4
Lévy processheavy tailrenewal risk modeltime-dependenceone-sided linear processinvestment return process
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)
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