Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate

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dc.contributor.authorWang, Dingcheng
dc.date.accessioned2015-12-08T22:19:43Z
dc.date.issued2008
dc.date.updated2015-12-08T08:24:42Z
dc.description.abstractAt first the paper investigates the asymptotic behavior of the finite-time ruin probability with constant interest rate and subexponentially tailed claim sizes, which extends the result recently established by Tang[14] for the classical risk model to the
dc.identifier.issn1532-6349
dc.identifier.urihttp://hdl.handle.net/1885/31675
dc.publisherTaylor & Francis Group
dc.sourceStochastic Models
dc.subjectKeywords: Mathematical models; Probability; Risk analysis; Asymptotic behavior; Constant interest rates; Counting process; Asymptotic analysis Asymptotic behavior; Constant interest rate; Counting process; Delayed renewal risk model; Finite-time ruin probability; Subexponentially tailed claim sizes
dc.titleFinite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage57
local.bibliographicCitation.startpage41
local.contributor.affiliationWang, Dingcheng, College of Physical and Mathematical Sciences, ANU
local.contributor.authoruidWang, Dingcheng, u4390530
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor010405 - Statistical Theory
local.identifier.ariespublicationu4085724xPUB85
local.identifier.citationvolume24
local.identifier.doi10.1080/15326340701826898
local.identifier.scopusID2-s2.0-38849115746
local.type.statusPublished Version

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