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The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes*

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Publication:6130019
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DOI10.1080/03610926.2022.2122840OpenAlexW4296777400MaRDI QIDQ6130019FDOQ6130019

Kaiyong Wang, Xinyi Wu, Author name not available (Why is that?)

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/10.1080/03610926.2022.2122840



zbMATH Keywords

finite-time ruin probabilitystochastic returnsubexponential distributionsdependent claims


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)








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