Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns

DOI10.1080/03610926.2022.2107223OpenAlexW4295163483MaRDI QIDQ6129979

Ruonan Yang, Zhiquan Jiang, Jiangyan Peng, Lei Zou

Publication date: 18 April 2024

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2107223

zbMATH Keywords

Brownian motion quasi-asymptotic independence by-claims one-sided linear process Lévy investment return

Mathematics Subject Classification ID

Statistics (62-XX)

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