Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Engineering
Link
https://link.springer.com/content/pdf/10.1007/s13160-021-00472-0.pdf
Reference23 articles.
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2. Cheng, D.: Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. Stochastics 93(1), 56–71 (2021)
3. Cheng, D., Yu, C.: Asymptotics for the ruin probabilities of a bidimensional renewal risk model. Dyn. Syst. Appl. 26, 517–534 (2017)
4. Cheng, D., Yu, C.: Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. Stochastics 91(5), 643–656 (2019)
5. Cheng, D., Yu, C.: Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times. Commun. Stat. Theory Methods 49(7), 1742–1760 (2020)
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4. The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes*;Communications in Statistics - Theory and Methods;2022-09-20
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