Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation

DOI10.1080/03610926.2022.2153227MaRDI QIDQ6549196zbMATH OpenFDO

Authors Yang Liu, Zhenlong Chen, Ke-Ang Fu

Publication date 3 June 2024

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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 846847 (Why is no real title available?)
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