On the moments of the severity of ruin in the delayed renewal risk model under heavy-tailed claims
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Publication:1885183
zbMATH Open1048.62098MaRDI QIDQ1885183FDOQ1885183
Publication date: 28 October 2004
Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)
Cited In (11)
- Title not available (Why is that?)
- Approximations for moments of deficit at ruin with exponential and subexponential claims.
- On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model
- On the analysis of ruin-related quantities in the delayed renewal risk model
- Ratio monotonicity for tail probabilities in the renewal risk model
- On asymptotics of deficit distribution and its moments at the time of ruin
- Ruin probabilities for large claims in delayed renewal risk model
- Asymptotic results for heavy-tailed distributions using defective renewal equations
- A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION
- The key renewal theorem with multi-delay and applications to risk theory
- On the integrated tail of the deficit in the renewal risk model
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