A note on the ruin probability in the delayed renewal risk model

MaRDI QIDQ2431864zbMATH OpenFDO

Authors Chun Su, Qihe Tang

Publication date 24 October 2006

Published in Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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Cited in

(7)

• scientific article; zbMATH DE number 6819921 (Why is no real title available?)
• The asymptotics for the ruin probabilities of a risk model with delayed heavy-tailed claims
• Extension of some classical results on ruin probability to delayed renewal model
• A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
• A note on the adjustment coefficient in ruin theory
• On the probability of ruin in a continuous risk model with two types of delayed claims
• Ruin probability and local ruin probability in the random multi-delayed renewal risk model

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