Journal of Mathematical Inequalities · Volume 17, Issue 3

Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals

17-54 Pages 849-865 DOI 10.7153/jmi-2023-17-54

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Authors

Xijun Liu Qingwu Gao

Keywords

random-time ruin probability non-stationary arrival process subexponentiality upper tail asymptotic independence diffusion

Subject classes

62P05 62E20 91B30