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- W2530010786 abstract "ABSTRACTIn this article, we study a dual risk model with delays in the spirit of Dassios–Zhao. When a new innovation occurs, there is a delay before the innovation turns into a profit. We obtain large initial surplus asymptotics for the ruin probability and ruin time distributions. For some special cases, we get closed-form formulas. Numerical illustrations will also be provided." @default.
- W2530010786 created "2016-10-21" @default.
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- W2530010786 date "2016-10-14" @default.
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- W2530010786 title "A delayed dual risk model" @default.
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- W2530010786 doi "https://doi.org/10.1080/15326349.2016.1236694" @default.
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