delayed renewal risk model
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Ruin probability in the delayed renewal risk model perturbed by a diffusion process

2020 ◽  
pp. 1-18
Author(s):  
Franck Adékambi ◽  
Essodina Takouda
Keyword(s):  
Diffusion Process ◽  
Ruin Probability ◽  
Risk Model ◽  
Renewal Risk Model ◽  
Delayed Renewal Risk Model ◽  
Renewal Risk

On the analysis of ruin-related quantities in the delayed renewal risk model

2016 ◽  
Vol 66 ◽  
pp. 77-85
Author(s):  
So-Yeun Kim ◽  
Gordon E. Willmot
Keyword(s):  
Risk Model ◽  
Renewal Risk Model ◽  
Delayed Renewal Risk Model ◽  
Renewal Risk

Some Results about Ruin Probability in the Second Type of Generalized Delayed Renewal Risk Model

2012 ◽  
Vol 433-440 ◽  
pp. 2969-2973
Author(s):  
Shi Zu Fang
Keyword(s):  
Ruin Probability ◽  
Risk Model ◽  
Renewal Risk Model ◽  
Delayed Renewal Risk Model ◽  
Asymptotic Relationship ◽  
Heavy Tailed ◽  
Equivalence Relationship ◽  
Renewal Risk ◽  
Relationship Of

In this paper we introduce the second type of generalized delayed renewal risk model and investigate its ruin probability. Under the assumption that the claim sizes are heavy-tailed, we obtain a tail equivalence relationship of the ruin probability and establish a local asymptotic relationship for the ruin probability.

The proper distribution function of the deficit in the delayed renewal risk model

2011 ◽  
Vol 2011 (2) ◽  
pp. 118-137 ◽  
Author(s):  
So-Yeun Kim ◽  
Gordon E. Willmot
Keyword(s):  
Distribution Function ◽  
Risk Model ◽  
Renewal Risk Model ◽  
Delayed Renewal Risk Model ◽  
Renewal Risk
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