Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations
Author:
Affiliation:
1. School of Mathematical Sciences, Soochow University, Suzhou, People's Republic of China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2019.1708362
Reference24 articles.
1. Regular Variation
2. Bivariate regular variation among randomly weighted sums in general insurance
3. Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
4. Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
5. Randomly weighted sums of dependent subexponential random variables with applications to risk theory
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