On the ruin probabilities for a general perturbed renewal risk process

DOI10.1016/j.jspi.2023.02.005zbMath1520.91307OpenAlexW4323315533MaRDI QIDQ6116895

Abouzar Bazyari

Publication date: 18 July 2023

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2023.02.005

zbMATH Keywords

asymptotic approximationruin probabilityPareto distributionmartingale methodlog-logistic distributionBrownian perturbation

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Martingales and classical analysis (60G46) Actuarial mathematics (91G05)

Cites Work

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