The key renewal theorem with multi-delay and applications to risk theory

DOI10.16205/J.CNKI.CAMA.2015.0021zbMATH Open1340.60137MaRDI QIDQ3462883FDOQ3462883

Authors: Jinguan Lin, Yang Yang, Kaiyong Wang 

Publication date: 15 January 2016

Recommendations

• Ruin probability and local ruin probability in the random multi-delayed renewal risk model
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• Extension of some classical results on ruin probability to delayed renewal model
• A note on a class of delayed renewal risk processes

zbMATH Keywords

multi-delaykey renewal theoremextensively local subexponential distributionsstationary renewal risk model

Mathematics Subject Classification ID

Renewal theory (60K05)

Cited In (1)

• Local ruin probabilities in the multi-delayed compound renewal risk model

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