Ruin probability and local ruin probability in the random multi-delayed renewal risk model

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.

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Year of publication:	2009
Authors:	Gao, Qingwu ; Wang, Yuebao
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 5, p. 588-596
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319629