Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims
Author:
Affiliation:
1. School of Mathematics and Statistics, Central South University, Changsha, Hunan, People's Republic of China
Funder
Natural Science Foundation of China
Hunan Provincial Innovation Foundation for Postgraduate
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2023.2165397
Reference24 articles.
1. Exponential Behavior in the Presence of Dependence in Risk Theory
2. Extremes on the discounted aggregate claims in a time dependent risk model
3. Dependent Risk Models with Bivariate Phase-Type Distributions
4. Regular Variation
5. Some results on ruin probabilities in a two-dimensional risk model
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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
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