Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate
Author:
Affiliation:
1. College of Mathematics and Information Science, Northwest Normal University, Lanzhou, Gansu, P.R. China
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2017.1390137
Reference29 articles.
1. Regular Variation
2. Some Concepts of Negative Dependence
3. Approximating the finite-time ruin probability under interest force
4. Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
5. The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The limit property of a risk model based on entrance processes;Communications in Statistics - Simulation and Computation;2019-09-09
2. Asymptotic Ruin Probability of a Bidimensional Risk Model Based on Entrance Processes with Constant Interest Rate;Risks;2018-11-20
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