Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims

DOI10.1080/03610926.2021.1882496OpenAlexW3127585909MaRDI QIDQ5039819

Huan Qian, Huimin Sun, Bingzhen Geng, Shi-jie Wang

Publication date: 4 October 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1882496

zbMATH Keywords

asymptoticruin probabilitysubexponential distributionbidimensional perturbed risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05)

Related Items (2)

Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims ⋮ Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims

Cites Work

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