Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims-Reference-Cited by-同舟云学术

Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims

Published:2012-01 Issue:1 Volume:52 Page:111-121
ISSN:0363-1672
Container-title:Lithuanian Mathematical Journal
language:en
Short-container-title:Lith Math J

Author:

Yang Yang,Wang Kaiyong

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/s10986-012-9159-3.pdf

Reference29 articles.

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4. Y. Chen, A. Chen, and K.W. Ng, The strong law of large numbers for extended negatively dependent random variables, J. Appl. Probab., 47:908–922, 2010.

5. Y. Chen and K.W. Ng, The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims, Insur. Math. Econ., 40:415–423, 2007.

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