A class of risk processes with delayed claims: ruin probability estimates under heavy tail condition

Abstract

We consider a class of risk processes with delayed claims, and we provide ruin probability estimates under large claim assumptions

Anno

2006

Autori IAC

GIOVANNI LUCA TORRISI

Tipo pubblicazione

Articolo in rivista

Altri Autori

Ganesh A., Torrisi G.L.

Editore

Applied Probability Trust.

Rivista

Journal of Applied Probability