Article ID Journal Published Year Pages File Type
1153123 Statistics & Probability Letters 2009 9 Pages PDF
Abstract
This paper gives asymptotic behavior of ruin probability and local ruin probability in the random multi-delayed renewal risk model. The former involves both the heavy-tailed claim case and the light-tailed claim case, while the latter only needs to discuss the heavy-tailed claim case.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Ruin probability and local ruin probability in the random multi-delayed renewal risk model
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