The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks
type: Item
instance of: scholarly article
title: The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks
zbMATH Open document ID: 1342.91018
author: Rongfei Liu
author: Dingcheng Wang
published in: Journal of Mathematical Analysis and Applications
publication date: 2016-07-29T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6607763
zbMATH Keywords: asymptotic estimate
zbMATH Keywords: ruin probability
zbMATH Keywords: dependent insurance and financial risk
zbMATH Keywords: heavy tail
MaRDI profile type: Publication
full work available at URL: j.jmaa.2016.05.047
OpenAlex ID: W2420514447
cites work: Q4726487
cites work: Q5525727
cites work: Subexponentiality of the product of independent random variables
cites work: Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims
cites work: Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
cites work: Ruin problems with assets and liabilities of diffusion type
cites work: The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
cites work: Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
cites work: Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
cites work: Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
DOI: 10.1016/J.JMAA.2016.05.047
Recommended article: On the ruin probability in a dependent discrete time risk model with insurance and financial risks
Recommended article: Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
Recommended article: Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks
Recommended article: The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks
Recommended article: Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
Recommended article: Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks
Recommended article: The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
Recommended article: Q3132390
Recommended article: Q5708795
Recommended article: Q4640673
description: scientific article; zbMATH DE number 6607763