Open AccessAsymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims
Author(s) -
Qingwu Gao,
Zhongquan Huang,
Houcai Shen,
Juan Zheng
Publication year - 2015
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016.12.31
Subject(s) - ruin theory , pairwise comparison , mathematics , first hitting time model , risk model , conditional probability , arrival time , statistics , statistical physics , physics , transport engineering , engineering