UNIFORM ASYMPTOTICS FOR THE FINITE-TIME RUIN PROBABILITY IN A GENERAL RISK MODEL WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE

DOI10.4134/BKMS.2013.50.2.611zbMath1273.62247OpenAlexW2045815760MaRDI QIDQ2857003

Yang Yang, Qingwu Gao

Publication date: 31 October 2013

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=411062

zbMATH Keywords

consistent variationpairwise quasi-asymptotic independence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05)

Related Items (4)

Uniform asymptotics for the compound risk model with dependence structures and constant force of interest ⋮ Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest ⋮ Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest ⋮ Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims

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