Work

Ruin probabilities for risk processes with non-stationary arrivals and subexponential claims

Year: 2013

Type: article

Source: Insurance Mathematics and Economics

DOI: 10.1016/j.insmatheco.2013.08.008

Author: Lingjiong Zhu

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: National Science Foundation, York University, Defense Advanced Research Projects Agency

Award: Markov Processes

OpenAlex ID: W2005163770

FWCI: 7.277

Cites: 21

Cited by: 64

Related to: 10