Asymptotics for a bidimensional delay-claim risk model with subexponential claims and arbitrary dependence between the generic inter-arrival time pair
Author:
Affiliation:
1. School of Big Data and Statistics, Anhui University, Hefei, Anhui, China
Funder
Natural Science Foundation of Anhui Province
Provincial Natural Science Research Projects of Anhui Colleges
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2023.2293642
Reference30 articles.
1. Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
2. Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
3. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
4. Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
5. Modelling Extremal Events
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1. 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
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