Uniform asymptotics for finite-time ruin probability of a bidimensional risk model-Reference-Cited by-同舟云学术

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Uniform asymptotics for finite-time ruin probability of a bidimensional risk model

Published:2019-01 Issue:2 Volume:469 Page:525-536
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Chen Yang,Yang Yang^ORCID,Jiang Tao

Funder

NSFC

Natural Science Foundation of Jiangsu Province

Suzhou University of Science and Technology

Ministry of Education of China

Jiangsu Higher Education Institutions

Jiangsu Province

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference27 articles.

1. Asymptotic results for ruin probability of a two-dimensional renewal risk model;Chen;Stoch. Anal. Appl.,2013

2. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claim;Chen;Appl. Stoch. Models Bus. Ind.,2011

3. Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest;Gao;Statist. Probab. Lett.,2013

4. Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model;Jiang;Insurance Math. Econom.,2015

5. Some concepts of dependence;Lehmann;Ann. Math. Stat.,1966

Cited by 20 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns;Statistics & Probability Letters;2024-04

2. On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims;Japan Journal of Industrial and Applied Mathematics;2024-03-17

3. Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims;Applied Mathematics-A Journal of Chinese Universities;2024-03

4. Asymptotics for a bidimensional delay-claim risk model with subexponential claims and arbitrary dependence between the generic inter-arrival time pair;Communications in Statistics - Theory and Methods;2023-12-22

5. Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims;Journal of Mathematical Analysis and Applications;2023-09

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