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

DOI10.16205/J.CNKI.CAMA.2015.0021MaRDI QIDQ3462883zbMATH OpenFDO

Authors Jinguan Lin, Yang Yang, Kaiyong Wang

Publication date 15 January 2016

zbMATH Keywords

multi-delaykey renewal theoremextensively local subexponential distributionsstationary renewal risk model

Mathematics Subject Classification ID

Renewal theory (60K05)

Recommendations

• Ruin probability and local ruin probability in the random multi-delayed renewal risk model
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Cited in

(1)

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

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