Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
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/10.1080/17442508.2023.2236743
Reference37 articles.
1. Regular Variation
2. Some results on ruin probabilities in a two-dimensional risk model
3. Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
4. Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
5. Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations
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1. Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims;Communications in Statistics - Theory and Methods;2024-08-09
2. Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns;Statistics & Probability Letters;2024-04
3. Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks;Communications in Statistics - Theory and Methods;2024-02-29
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