Related content

Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process

By Hashorva Enkelejd   Ji Lanpeng  

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 10-12, 2014-05 ,pp. : 2540-2548

Taylor & Francis Ltd

Access to resources Recommend Favorite

The Finite Time Ruin Probability of a New Risk Model Based on Entrance Process

By Xiao Hong Min  

Communications in Statistics: Theory and Methods, Vol. 42, Iss. 2, 2013-01 ,pp. : 336-345

Taylor & Francis Ltd

Access to resources Recommend Favorite

The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails

By Wei Jiaqin   Wang Rongming   Yao Dingjun  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 15, 2008-09 ,pp. : 2331-2341

Taylor & Francis Ltd

Access to resources Recommend Favorite

Discrete-Time Risk Processes with After-Effects and Association

By Zaphiropoulos George   Zazanis Michael  

Stochastic Models, Vol. 26, Iss. 1, 2010-01 ,pp. : 27-45

Taylor & Francis Ltd

Access to resources Recommend Favorite

Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate

By Lin Xu   Dongjin Zhu   Yanru Zhou  

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 4, 2015-02 ,pp. : 810-822

Taylor & Francis Ltd

Access to resources Recommend Favorite