On the probability of ruin in a continuous risk model with delayed claims
From MaRDI portal
Publication:4917352
DOI10.4134/JKMS.2013.50.1.111zbMATH Open1264.91078MaRDI QIDQ4917352FDOQ4917352
Authors: Wei Zou, Jie-hua Xie 
Publication date: 29 April 2013
Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)
Full work available at URL: http://mathnet.or.kr/mathnet/kms_content.php?no=410966
Recommendations
- On the probability of ruin in a continuous risk model with two types of delayed claims
- On the probability of ruin in the compound Poisson risk model with potentially delayed claims
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
- On the ruin probability for the dependent risk model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cited In (8)
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
- On the probability of ruin in a continuous risk model with two types of delayed claims
- On a compound Poisson risk model with delayed claims and random incomes
- On the probability of ruin in the compound Poisson risk model with potentially delayed claims
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims
- Delay in claim settlement and ruin probability approximations
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
This page was built for publication: On the probability of ruin in a continuous risk model with delayed claims
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4917352)
