Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims-Reference-Cited by-同舟云学术

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Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims

Published:2024-05-16 Issue: Volume: Page:1-23
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Liu Xijun¹,Gao Qingwu²³,Chen Yiyang³

Affiliation:

1. Aviation Maintenance NCO Academy, Air Force Engineering University, Xinyang, People's Republic of China

2. School of Mathematics, Nanjing Audit University, Nanjing, People's Republic of China

3. School of Statistics and Data Science, Nanjing Audit University, Nanjing, People's Republic of China

Funder

National Natural Science Foundation of China

Humanities and Social Sciences Foundation of the Ministry of Education of China

Natural Science Foundation of the Jiangsu Higher Education Institutions

Open Project of Jiangsu Key Laboratory of Financial Engineering

Qing-Lan Project of Jiangsu Province

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2024.2353869

Reference32 articles.

1. Regular Variation

2. The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims

3. Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation

4. Subexponentiality of the product of independent random variables

5. Modelling Extremal Events

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