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

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

zbMATH Keywords

uniform asymptoticsfinite-time ruin probabilitybidimensional risk modelpositively quadrant dependenceupper tail asymptotical independence

Mathematics Subject Classification ID

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

Cites Work

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