Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims

DOI10.1080/03610926.2022.2034868OpenAlexW4210912277MaRDI QIDQ6096161

Meng Yuan, Xin Mei Shen, Dawei Lu

Publication date: 11 September 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2022.2034868

zbMATH Keywords

capital transferdependencemultivariate regular variationmultidimensional risk modeluniformly asymptotic estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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