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)

Full work available at URL https://doi.org/10.1080/03610926.2022.2153227

Mathematics Subject Classification ID

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

Cites work

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Cited in

(1)

• Asymptotic ruin probability for a bidimensional delay-claim risk model with dependent subexponential claims

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