Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims

DOI10.1007/S13160-021-00487-7zbMath1478.91055OpenAlexW3207212463MaRDI QIDQ2070151

Bingjie Wang, Ji Gao Yan, Dong Ya Cheng

Publication date: 21 January 2022

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-021-00487-7

zbMATH Keywords

bidimensional risk modelinfinite-time ruin probabilitytime-dependenceconsistently varying tailsinsurer-reinsurer

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05) Actuarial mathematics (91G05)

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