Author:
Cheng Dongya,Yang Yang,Wang Xinzhi
Funder
National Natural Science Foundation of China
Natural Science Foundation of the Jiangsu Higher Education Institutions
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Engineering
Reference35 articles.
1. Chen, Y., Yang, Y.: Bivariate regular variation among randomly weighted sums in general insurance. Eur. Actuar. J. 9, 301–322 (2019)
2. Chen, Y., Yang, Y., Jiang, T.: Uniform asymptotics for finite-time ruin probability of a bidimensional risk model. J. Math. Anal. Appl. 469, 525–536 (2019)
3. Cheng, D.: Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. Stochastics (2019). https://doi.org/10.1080/17442508.2019.1708362
4. Cheng, D., Yu, C.: Asymptotics for the ruin probabilities of a two-dimensional renewal risk model. Dyn. Syst. Appl. 26(1), 517–535 (2017)
5. 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)
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