A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES
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Publication:5111479
DOI10.1017/S0269964819000020zbMath1434.60254OpenAlexW2922115524WikidataQ128250538 ScholiaQ128250538MaRDI QIDQ5111479
Publication date: 27 May 2020
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964819000020
Martingales with continuous parameter (60G44) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)
Related Items (3)
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims ⋮ Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims ⋮ Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
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