Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
Author:
Affiliation:
1. School of Mathematical Science and LPMC Nankai University, Tianjin, P.R. China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2023.2232906
Reference34 articles.
1. Ruin probabilities and penalty functions with stochastic rates of interest
2. Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
3. Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
4. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
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1. Asymptotic estimates for ruin probabilities in a bidimensional delay-claim risk model with subexponential claims;Communications in Statistics - Theory and Methods;2024-08-14
2. Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims;Communications in Statistics - Theory and Methods;2024-08-09
3. Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks;Communications in Statistics - Theory and Methods;2024-02-29
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