Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim

DOI10.1155/2019/4582404zbMath1506.91155OpenAlexW2980884021MaRDI QIDQ2658425

Xiaonan Su, Aili Zhang, Yang Yang, Xin-Zhi Wang

Publication date: 22 March 2021

Published in: Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/4582404

Mathematics Subject Classification ID

Risk models (general) (91B05) Actuarial mathematics (91G05)

Related Items (2)

Asymptotics for ultimate ruin probability in a by-claim risk model ⋮ Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims

Uses Software

• QRM

Cites Work

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