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

DOI10.1080/03610926.2022.2122840MaRDI QIDQ6130019OpenAlexFDO

Authors Kaiyong Wang, Xinyi Wu

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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