Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns

DOI10.1016/j.cam.2016.03.038zbMath1337.62327OpenAlexW2326853616MaRDI QIDQ289299

Ke Ang Fu, Hui-jie Li

Publication date: 30 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.cam.2016.03.038

zbMATH Keywords

ruin probabilityby-claimdominatedly varying tailinvestment returnquasi-asymptotic independence

Mathematics Subject Classification ID

Related Items (8)

Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim ⋮ Asymptotics for a time-dependent by-claim model with dependent subexponential claims ⋮ Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims ⋮ Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims ⋮ Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims ⋮ On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims ⋮ 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

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