Asymptotic estimates for ruin probabilities in a bidimensional delay-claim risk model with subexponential claims-Reference-Cited by-同舟云学术

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Asymptotic estimates for ruin probabilities in a bidimensional delay-claim risk model with subexponential claims

Published:2024-08-14 Issue: Volume: Page:1-25
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Sun Yuchen¹,Yuan Meng²,Lu Dawei³

Affiliation:

1. School of Mathematics, Jilin University, Changchun, China

2. School of Data Science and Aritificial Intelligence, Dongbei University of Finance and Economics, Dalian, China

3. School of Mathematical Sciences, Dalian University of Technology, Dalian, China

Funder

Dalian High-Level Talent Innovation Program

Fundamental Research Funds for the Central Universities

National Key Research and Development Program of China

National Natural Science Foundation of China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2024.2386411

Reference26 articles.

1. Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims;Chen Z.;Communications in Statistics-Theory and Methods,2022

2. Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims

3. Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims

4. Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times

5. Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims

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