Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
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Publication:1799143
DOI10.1016/j.jmaa.2018.09.025zbMath1416.91164OpenAlexW2890926092MaRDI QIDQ1799143
Tao Jiang, Yang Yang, Yang Chen
Publication date: 18 October 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.09.025
uniform asymptoticsfinite-time ruin probabilitybidimensional risk modelpositively quadrant dependenceupper tail asymptotical independence
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Related Items (10)
Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim ⋮ Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations ⋮ Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence ⋮ Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims ⋮ Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims ⋮ Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims ⋮ Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims ⋮ Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process ⋮ Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations ⋮ Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
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