Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims (Q2016804)
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scientific article; zbMATH DE number 6311000
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| English | Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims |
scientific article; zbMATH DE number 6311000 |
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Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims (English)
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30 June 2014
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semi-Markov risk model
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constant interest force
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asymptotic behaviors
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heavy-tailed distributions
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