The limit property of a risk model based on entrance processes
Author:
Affiliation:
1. School of Statistics, East China Normal University, Shanghai, China;
2. School of Mathematics and Statistics, Northwest Normal University, Lanzhou, Gansu, China
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1659969
Reference20 articles.
1. Regular Variation
2. Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims
3. Subexponentiality of the product of independent random variables
4. Modelling Extremal Events
5. Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
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