Limit property of the delayed risk model under dependent claims and investment

DOI10.13885/J.ISSN.0455-2059.2017.05.021zbMATH Open1399.91046MaRDI QIDQ3175172FDOQ3175172

Authors: Hongmin Xiao, Ailing Liu, Yan He 

Publication date: 18 July 2018

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zbMATH Keywords

geometric Brownian motionfinite-time ruin probabilityheavy-tailed distributionsnegatively dependentdelayed risk model

Mathematics Subject Classification ID

Portfolio theory (91G10) Strong limit theorems (60F15)

Cited In (2)

• Title not available (Why is that?)
• Asymptotic ruin probabilities with delayed-claims risk model under proportional investment

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