Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations
Author:
Affiliation:
1. School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2020.1801740
Reference38 articles.
1. Regular Variation
2. On Some Limit Theorems Similar to the Arc-Sin Law
3. Time Series: Theory and Methods
4. The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
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1. Ruin Analysis on a New Risk Model with Stochastic Premiums and Dependence Based on Time Series for Count Random Variables;Entropy;2023-04-21
2. On the Ruin Probabilities in a Discrete Time Insurance Risk Process with Capital Injections and Reinsurance;Sankhya A;2023-01-09
3. Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations;Japan Journal of Industrial and Applied Mathematics;2022-10-01
4. Ruin Probabilities for Two Risk Models with Asymptotically Independent and Dependent Classes;JIRSS-J IRAN STAT SO;2022
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