Ruin probability and local ruin probability in the random multi-delayed renewal risk model-Reference-Cited by-同舟云学术

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

Published:2009-03 Issue:5 Volume:79 Page:588-596
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Gao Qingwu,Wang Yuebao

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference23 articles.

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4. A local limit theorem for random walk maxima with heavy tails;Asmussen;Statist. Probab. Lett.,2002

5. Some asymptotic results for transient random walks;Bertoin;Adv. Appl. Probab.,1996

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