Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model-Reference-Cited by-同舟云学术

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Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model

Published:2015-09 Issue: Volume:64 Page:45-53
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Jiang Tao,Wang Yuebao,Chen Yang,Xu Hui

Funder

National Science Foundation of China

Academic Education of Zhejiang

Natural Science Foundation of Jiangsu Higher Education Institutions of China

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference32 articles.

1. Exponential behavior in the presence of dependence in risk theory;Albrecher;J. Appl. Probab.,2006

2. Extremes on the discounted aggregate claims in a time dependent risk model;Asimit;Scand. Actuar. J.,2010

3. Dependent risk models with bivariate phase-type distributions;Badescu;J. Appl. Probab.,2009

4. Regular Variation;Bingham,1987

5. Some results on ruin probabilities in a two-dimensional risk model;Chan;Insurance Math. Econom.,2003

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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. Asymptotics for a time-dependent by-claim model with dependent subexponential claims;Insurance: Mathematics and Economics;2023-09

3. Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return;Communications in Statistics - Theory and Methods;2023-07-21

4. Uniform Asymptotic Estimate for the Ruin Probability in a Renewal Risk Model with Cox–Ingersoll–Ross Returns;Mathematics;2023-03-02

5. Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims;Stochastics;2023-01-09

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