The Finite Time Ruin Probability of a New Risk Model Based on Entrance Process
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Publication:5299078
DOI10.1080/03610926.2011.581783zbMath1266.91040MaRDI QIDQ5299078
Zehui Li, Weiwei Liu, Hongmin Xiao
Publication date: 25 June 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.581783
subexponential distributions; ruin probability; non homogeneous Poisson process; insurance risk process; long-tailed and light-tailed distributions
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