A note on a by-claim risk model: Asymptotic results
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Publication:4595907
DOI10.1080/03610926.2016.1263743zbMath1386.60057OpenAlexW2557643793MaRDI QIDQ4595907
Publication date: 6 December 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1263743
Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)
Related Items (5)
Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force ⋮ Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim ⋮ A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* ⋮ 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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