Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims

DOI10.1016/S0252-9602(13)60058-2MaRDI QIDQ2016804zbMATH OpenOpenAlexFDO

Authors Hu Yang, Kai Xue

Publication date 30 June 2014

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(13)60058-2

zbMATH Keywords

asymptotic behaviorsheavy-tailed distributionsconstant interest forcesemi-Markov risk model

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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(1)

• Markov-dependent risk model with multi-layer dividend strategy

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