On ultimate ruin in a delayed-claims risk model

By Kam Chuen Yuen, Junyi Guo, Kai Wang Ng. 2005

85 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/59b2c9fd4ee0afe89e3a78c8d27b92e69c0006b5

Citations in the corpus

• Asymptotic ruin probabilities for a bidimensional renewal risk model (2017, unknown): “[20] and Li [12] for discussions on other kinds of by-claim risk models.”