{"title":"具有一般投资收益和扩散性的依赖性延迟索赔风险模型毁灭概率的渐近论","authors":"Ruonan Yang, Jiangyan Peng, Lei Zou","doi":"10.1080/17442508.2024.2317286","DOIUrl":null,"url":null,"abstract":"In this paper, we study a delayed-claim insurance risk model perturbed by diffusion with general investment returns, in which each main claim may induce a delayed claim. Assume that the main claim ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"9 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion\",\"authors\":\"Ruonan Yang, Jiangyan Peng, Lei Zou\",\"doi\":\"10.1080/17442508.2024.2317286\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we study a delayed-claim insurance risk model perturbed by diffusion with general investment returns, in which each main claim may induce a delayed claim. Assume that the main claim ...\",\"PeriodicalId\":501524,\"journal\":{\"name\":\"Stochastics\",\"volume\":\"9 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-03-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2024.2317286\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2024.2317286","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
In this paper, we study a delayed-claim insurance risk model perturbed by diffusion with general investment returns, in which each main claim may induce a delayed claim. Assume that the main claim ...
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
