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ArticleUniform asymptotics for finite-time ruin probability of a bidimensional risk model

Yang Chen2018

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Articlebronze2018

Uniform asymptotics for finite-time ruin probability of a bidimensional risk model

Yang Chen · Yang Yang · Tao Jiang

28 citations·0/0 files stored·Journal of Mathematical Analysis and Applications

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Probability and Risk Models Insurance and Financial Risk Management Probability and Statistical Research

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References

2003Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks 2011Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate 2010Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model 2004Characterizations and Examples of Hidden Regular Variation 2011A note on a dependent risk model with constant interest rate 2010Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims 2012Uniform asymptotics of the finite-time ruin probability for all times 2004Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation

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2015Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal modelarticle · 8 shared references 2014Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interestarticle · 7 shared references 2012Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Modelarticle · 5 shared references 2012Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variablesarticle · 5 shared references 2016Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claimsarticle · 5 shared references 2018Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claimsarticle · 5 shared references

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Year2018

Typearticle

Published2018-09-20

VenueJournal of Mathematical Analysis and Applications

ISSN-L0022-247X

Languageen

Citations28

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.jmaa.2018.09.025

openalex_workW2890926092

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