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

zbMATH Open1101.60071MaRDI QIDQ2431864FDOQ2431864

Authors: Chun Su, Qihe Tang 

Publication date: 24 October 2006

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

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Mathematics Subject Classification ID

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

Cited In (7)

• Title not available (Why is that?)
• 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
• A note on the adjustment coefficient in ruin theory
• A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
• 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

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