The ruin problem in a renewal risk model with two-sided jumps

DOI10.1016/j.mcm.2012.09.005zbMath1305.91165OpenAlexW2095344889MaRDI QIDQ2256435

Hua Dong, Zai-Ming Liu

Publication date: 19 February 2015

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2012.09.005

zbMATH Keywords

asymptoticruin probabilityrenewal processsubexponential distributiondefective renewal equation

Mathematics Subject Classification ID

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