Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process
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Publication:2876229
DOI10.1080/03610926.2012.759974zbMath1293.91095OpenAlexW2059170541MaRDI QIDQ2876229
Publication date: 18 August 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://serval.unil.ch/notice/serval:BIB_5C63D6C5433F
Gaussian processsubexponential distributionfinite-time ruin probabilitySparre Andersen risk modelperturbed risk processchi-process
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Cites Work
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