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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    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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