Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns

DOI10.1080/03610926.2021.1995754OpenAlexW3212218708MaRDI QIDQ6169364

Jiangyan Peng, Zhiquan Jiang, Lei Zou

Publication date: 11 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1995754

zbMATH Keywords

ruin probabilitynumerical simulationsexponential Lévy processdependence structuresone-sided linear process

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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