On asymptotic finite-time ruin probabilities of a new bidimensional risk model with constant interest force and dependent claims
Author:
Affiliation:
1. School of Mathematics and Statistics, Central South University, Changsha, Hunan, China
2. School of Mathematical Sciences, Anhui University, Hefei, Anhui, China
Funder
Natural Science Foundation of China
Natural Science Research Project of Universities of Anhui Province
Hunan Provincial Innovation Foundation for Postgraduate
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/15326349.2021.1946408
Reference24 articles.
1. The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
2. A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes
3. Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
4. Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
5. Modelling Extremal Events
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