Asymptotics for a time-dependent by-claim model with dependent subexponential claims
Release Time:2024-11-21 Hits:
Indexed by: Journal Papers
Document Code: 372483
Date of Publication: 2023-09-18
Journal: INSURANCE MATHEMATICS & ECONOMICS
Volume: 112
Page Number: 120-141
ISSN: 0167-6687
Key Words: DELAY; DISCOUNTED PENALTY-FUNCTION; INSURANCE; RANDOMLY WEIGHTED SUMS; RANDOM-VARIABLES; RENEWAL RISK MODEL; RUIN PROBABILITIES; ULTIMATE RUIN