Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force

DOI10.1080/03610926.2019.1599022OpenAlexW2926907612WikidataQ128106886 ScholiaQ128106886MaRDI QIDQ5077505

Cen Chen, Shi-jie Wang

Publication date: 18 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1599022

zbMATH Keywords

asymptoticsruin probabilityby-claim risk modelconsistently-varying tailpairwise tail quasi-asymptotically independent

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Asymptotics for ultimate ruin probability in a by-claim risk model

Cites Work

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• Ruin probabilities allowing for delay in claims settlement
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• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
• Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks
• A note on a by-claim risk model: Asymptotic results
• On Ultimate Ruin in a Delayed-Claims Risk Model

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