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

DOI10.1016/S0252-9602(13)60058-2zbMATH Open1299.91081OpenAlexW2090562689MaRDI QIDQ2016804FDOQ2016804

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)

Cited In (1)

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

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