Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation

DOI10.2298/FIL1910243LzbMath1499.91023OpenAlexW3008125658MaRDI QIDQ5863683

Hui Song, Jiao Du, Dawei Lu

Publication date: 3 June 2022

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1910243l

zbMATH Keywords

asymptoticsruin probabilitiessubexponential classBrownian perturbationbidimensional renewal risk model

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)

Cites Work

• Unnamed Item
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• Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
• Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums
• A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
• On the ruin probabilities of a bidimensional perturbed risk model
• Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
• Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
• A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
• Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
• A Note on Cumulative Sums

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