Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims
Work
Year: 2022
Type: article
Abstract: In this paper, we consider a non-standard renewal risk model, in which each main claim may produce a random number of delayed claims. Such a model takes full account of lasting impacts of severe claim... more
Author Jinzhu Li
Institution Nankai University
Cites: 19
Cited by: 5
Related to: 10
FWCI: 0.916
Citation percentile (by year/subfield): 62.95
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: gold