Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims

DOI10.1016/j.spl.2016.03.005zbMath1414.91217OpenAlexW2298726439MaRDI QIDQ277262

Bin Zhang, Dawei Lu

Publication date: 4 May 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.03.005

zbMATH Keywords

large deviationrenewal counting processgeneralized risk modelstrongly subexponential class

Mathematics Subject Classification ID

Related Items (10)

Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims ⋮ RUIN PROBABILITIES FOR A MULTIDIMENSIONAL RISK MODEL WITH NON-STATIONARY ARRIVALS AND SUBEXPONENTIAL CLAIMS ⋮ Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance ⋮ Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence ⋮ Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential 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 for a bidimensional delay-claim risk model with subexponential claims ⋮ Two-dimensional ruin probability for subexponential claim size ⋮ Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation

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