Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
Author:
Affiliation:
1. School of Mathematical Sciences, Soochow University, Suzhou, China
2. School of Sciences, Nantong University, Nantong, China
Funder
National Natural Science Foundation of China
Tian Yuan foundation
Postdoctoral Research Program of Jiangsu Province of China
Jiangsu Overseas Research and Training Program for Prominent University Young and Middle-aged Teachers and Presidents
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2018.1539088
Reference17 articles.
1. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
2. Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
3. Subexponentiality of the product of independent random variables
4. Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite
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