A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES

DOI10.1017/S0269964819000020zbMath1434.60254OpenAlexW2922115524WikidataQ128250538 ScholiaQ128250538MaRDI QIDQ5111479

Ke Ang Fu, Hao Chen, Chang Ni

Publication date: 27 May 2020

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964819000020

zbMATH Keywords

ruin probabilityproportional reinsurancebidimensional risk modelconsistent variationtime-dependence

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Related Items (3)

Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims ⋮ Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims ⋮ Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations

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