Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims
From MaRDI portal
Publication:6117105
DOI10.1007/s11009-023-10050-1zbMath1517.62081OpenAlexW4385496137MaRDI QIDQ6117105
Shi-jie Wang, Yang Liu, Yueli Yang, Lianqiang Yang
Publication date: 16 August 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-023-10050-1
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Risk models (general) (91B05)
Cites Work
- Unnamed Item
- Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
- Ruin probabilities allowing for delay in claims settlement
- Ruin probabilities for time-correlated claims in the compound binomial model.
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
- Randomly weighted sums of subexponential random variables with application to ruin theory
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Approximation of the tail probability of dependent random sums under consistent variation and applications
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes
- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
- On pairwise quasi-asymptotically independent random variables and their applications
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
- On Ultimate Ruin in a Delayed-Claims Risk Model
- A Note on Cumulative Sums
