Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference32 articles.
1. Lévy Processes and Stochastic Calculus;Applebaum,2004
2. Regular Variation;Bingham,1987
3. Some results on ruin probabilities in a two-dimensional risk model;Chan;Insurance Math. Econom.,2003
4. The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims;Chen;Insurance Math. Econom.,2007
5. Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models;Chen;J. Math. Anal. Appl.,2013
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1. Uniform Asymptotic Estimate for the Ruin Probability in a Renewal Risk Model with Cox–Ingersoll–Ross Returns;Mathematics;2023-03-02
2. Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims;Applied Mathematics and Computation;2022-12
3. Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns;Journal of Inequalities and Applications;2018-11-19
4. The Exponential Estimate of the Ultimate Ruin Probability for the Non-Homogeneous Renewal Risk Model;Risks;2018-03-08
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