On Ultimate Ruin in a Delayed-Claims Risk Model
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Publication:5312848
DOI10.1239/jap/1110381378zbMath1074.60089MaRDI QIDQ5312848
Kai Wang Ng, Jun-Yi Guo, Kam-Chuen Yuen
Publication date: 25 August 2005
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1110381378
weak convergence; Brownian motion; martingale; by-claim; ultimate ruin probability; main claim; Lundberg exponent
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