Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments

DOI10.1080/03610926.2022.2088792OpenAlexW4283272509MaRDI QIDQ6060903

Xijun Liu, Qingwu Gao

Publication date: 29 November 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2022.2088792

zbMATH Keywords

heavy tailsruin probabilityuniform asymptoticsdependencestochastic returns

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05)

Cites Work

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