Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments

DOI10.1080/17442508.2017.1365077zbMath1492.91083OpenAlexW2752871155MaRDI QIDQ5085844

Jiangyan Peng, Ding Cheng Wang

Publication date: 30 June 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1365077

zbMATH Keywords

asymptoticsuniformityruin probabilityLévy processdependencerenewal risk modeldominatedly-varying tails

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Renewal theory (60K05) Risk models (general) (91B05) Actuarial mathematics (91G05)

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