{"entities":{"Q646758":{"pageid":648607,"ns":120,"title":"Item:Q646758","lastrevid":51367994,"modified":"2026-01-17T23:12:13Z","type":"item","id":"Q646758","labels":{"en":{"language":"en","value":"Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5973943"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$3ED75593-D622-427E-B080-F0A4183A1F12","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"edd8ebe381701df4ba6139e349d295a10fc52cc5","datavalue":{"value":{"text":"Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q646758$28059B23-A0AA-4202-8DD8-5D8EC99D3594","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0f0b1810e84275aecca41072e71857d9e245c15a","datavalue":{"value":"1236.91088","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q646758$13FAD2F5-B698-49CE-9A86-600078837B75","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"419f06aff9ac35648f4e9577bf8804c2b217326b","datavalue":{"value":{"entity-type":"item","numeric-id":294113,"id":"Q294113"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$26B01060-5277-4455-91F3-A240B41A8F07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"47ee236b7a4570e77db42319472e9f03c0343b0a","datavalue":{"value":{"entity-type":"item","numeric-id":375624,"id":"Q375624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$AE39CD23-6F06-403F-A9E4-86A2F68BC78C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"023f71f17f3ebc18a64a0d3730edd2210f7ca88c","datavalue":{"value":{"entity-type":"item","numeric-id":692738,"id":"Q692738"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$57B3737F-B71F-4603-9E35-33782BC3A226","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b71eb180126bfc863b84d620c8d007ebc4f3c390","datavalue":{"value":{"entity-type":"item","numeric-id":199332,"id":"Q199332"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$5B5224B6-EEE6-44E1-8EDA-ED201176C965","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1de4d5189d735af130e8614af261551c3cb44d44","datavalue":{"value":{"time":"+2011-11-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q646758$02CEEE55-DC1B-43B0-8CF9-5041DD016A6E","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"b6cc63ae948030ccf6b3601f45069065f5bb99cc","datavalue":{"value":"The authors investigate asymptotics of the infinite-time ruin probabilities for some new dependent risk models. Similarly to the Sparre Anderson model, the new dependent risk models are related to some random walks with dependent increments. Recently, \\textit{S. Foss, T. Konstantopoulos} and \\textit{S. Zachary} [J. Theor. Probab. 20, No. 3, 581--612 (2007; Zbl 1131.60040)] and \\textit{D. Wang, P. Chen} and \\textit{C. Su} [Stat. Probab. Lett. 77, No. 13, 1403--1412 (2007; Zbl 1130.60053)] studied some random walks with modulated increments and negatively associated increments, respectively, and obtained some results. In the present paper, the authors apply these results to derive the asymptotics for the infinite-time ruin probabilities in two dependent risk models, where the claim inter-arrival times are assumed to be negatively lower orthant dependent and independent of the claim sizes.","type":"string"},"datatype":"string"},"type":"statement","id":"Q646758$32726F09-CBA1-4705-AC0E-8EDD8BEBF142","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q646758$8AD52846-8A11-49A4-81CF-9DE182631B8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fedc54d041dbaf3922f156ba09e5514c44ab5169","datavalue":{"value":"60E15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q646758$E146C8A7-199C-4F12-AFEF-27805A7D4C80","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"97fa07fb9425ddc94e541d9a2865bfe9106d3f27","datavalue":{"value":"5973943","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q646758$9D092C9C-1432-455A-BE3E-13091ECD88FC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f5dc44ebe23baad2caffda1761745ff10c9bd4cb","datavalue":{"value":"modulated process","type":"string"},"datatype":"string"},"type":"statement","id":"Q646758$8D9EE528-0E03-4BAF-A1D5-7622F1FA46A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"29e0da8e1c976fd0ef9de98a5be697d98e06de7f","datavalue":{"value":"negatively lower orthant dependent","type":"string"},"datatype":"string"},"type":"statement","id":"Q646758$B97179E8-6432-4D58-9DAA-B7053733EF36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1bb55132d101773775c319c5f7f8b48c58b014f2","datavalue":{"value":"negatively upper orthant dependent","type":"string"},"datatype":"string"},"type":"statement","id":"Q646758$94529576-5CB4-40F4-A032-0416E171C814","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1f4913721f999a790f72a2f7a3ace9f502bab2b8","datavalue":{"value":"ruin probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q646758$E3C49576-9222-4127-8933-B56BA7EC95B5","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"39eb4eae307aac2b1293a9fe0e121a5d7065d89d","datavalue":{"value":{"entity-type":"item","numeric-id":163554,"id":"Q163554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$668B4FF6-1EB0-4E78-989B-E1EE73751266","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$D5988EFB-9E8A-43EF-AFBF-E546F08EECB8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c1a14d1b45f1e577ce332cf4715a63e6914c63a4","datavalue":{"value":"https://doi.org/10.1007/s11424-011-8107-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q646758$4B796AF0-F925-41FE-8ED9-253A32B75DB2","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f87db9646a075f09f88f6142a5074b577940f7cb","datavalue":{"value":"W2069712973","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q646758$2F33195E-C648-4338-AE7A-DAC8DE2FA47F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"95ec5328d715827eee4cc371e03424b315943b86","datavalue":{"value":{"entity-type":"item","numeric-id":882463,"id":"Q882463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$09D3AADF-739D-4EE1-A7A4-640A6C40DA77","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"018a6c42e7126aa7159e5e13cff05632bcefc682","datavalue":{"value":{"entity-type":"item","numeric-id":967985,"id":"Q967985"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$93B813AD-27B3-459A-8562-3DDAAFC6B036","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b018c1d912921be9e1b25684c66eb71e0e0b4e7","datavalue":{"value":{"entity-type":"item","numeric-id":2379816,"id":"Q2379816"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$D1FB02B1-A166-4559-BBD7-A70C58892AF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f7754d0ebdf4fa70f76a858d61f2424234cb5e1","datavalue":{"value":{"entity-type":"item","numeric-id":2385614,"id":"Q2385614"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$FFA9AE86-1B0E-48B6-89F0-73F30D22C2A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d51362673fa240b3217f7e2d0f71fc6b31fc1791","datavalue":{"value":{"entity-type":"item","numeric-id":2467372,"id":"Q2467372"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$30597B66-79A2-4118-9A14-2469B7CB5071","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"205c5755ab508ba32ed183b7996a60da022724cf","datavalue":{"value":{"entity-type":"item","numeric-id":4743586,"id":"Q4743586"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$37F3C73A-C8AF-4094-A27B-BC37E0FCBD8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dcea650ee69bd91cc88700b2fd5d0fe3777838cf","datavalue":{"value":{"entity-type":"item","numeric-id":1172352,"id":"Q1172352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$8AD6BF67-E77B-4F19-81B1-EB9FBCD21C13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"69eb6bfff7ce55f4ff4be7ee5aa28e3961825281","datavalue":{"value":{"entity-type":"item","numeric-id":882475,"id":"Q882475"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$3E8040FA-DAE7-4497-A548-171DF3B4222D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aeefda70c080a51cc3f49363b05f8490843846f0","datavalue":{"value":{"entity-type":"item","numeric-id":1236381,"id":"Q1236381"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$E725168A-CA32-4F6C-9CFF-18EABF42E2B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"67d133469dfc4820d7efb3d6a8965464c4b039b2","datavalue":{"value":{"entity-type":"item","numeric-id":3860550,"id":"Q3860550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$2976D6DE-E2A1-418A-BBA8-34E99A09CC37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aee6a20f7a79eb04f55afec53f406777b4056755","datavalue":{"value":{"entity-type":"item","numeric-id":1200729,"id":"Q1200729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$45F3C422-27C5-421A-B50D-27E66BB405B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0a560f642fc4b5bdb221a07799eec549f7e98195","datavalue":{"value":{"entity-type":"item","numeric-id":1873591,"id":"Q1873591"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$7F88DCAD-6301-44B0-8CD0-4F1BB3EF463D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"af57db151141d39529e635c7c9c52786b8bef713","datavalue":{"value":{"entity-type":"item","numeric-id":3796465,"id":"Q3796465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q646758$60C703D8-B843-41B8-99E0-5F79FDBC65A9","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"cc035cebd6d6779406b961c807e8cc6d6627aba3","datavalue":{"value":"10.1007/S11424-011-8107-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q646758$DEA5CA9F-A0D3-4B20-8298-536E88283DD1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8b628f0791e119614f47a813100272b90c1b77a2","datavalue":{"value":{"entity-type":"item","numeric-id":5077384,"id":"Q5077384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2e3e6f6578a7f618190a90e560b77633c20c0cb5","datavalue":{"value":{"amount":"+0.88807213306427","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q646758$B6451D70-6D6F-49AE-A8A9-8BC99F5A346B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f47c0864ee0d0d867dded066ba855ff84afaeed1","datavalue":{"value":{"entity-type":"item","numeric-id":2887195,"id":"Q2887195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82a2328d67060c6d63a95cf0ecf7fd7e4aa49971","datavalue":{"value":{"amount":"+0.8710910081863403","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q646758$A0D35DE0-7A5B-47E1-9309-4A611691B398","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cb04e615273fbfd8aff5dd0f4a62b32148525d03","datavalue":{"value":{"entity-type":"item","numeric-id":5017823,"id":"Q5017823"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"66a77149f6df71ab5661795c4f249b910c8b4cb7","datavalue":{"value":{"amount":"+0.8664706349372864","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q646758$A4628F2A-E64F-4B6E-916C-D2F000DF4131","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"61cf913dd20e41502b0d4fc275970e1c62cd81c7","datavalue":{"value":{"entity-type":"item","numeric-id":844862,"id":"Q844862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d346a67c6d35cc4fbd1fe7a7f7368f738c3b74d","datavalue":{"value":{"amount":"+0.8567621111869812","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q646758$D3EE5AAA-087D-4FD9-93B4-AAAC1688D3D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ec15790cfdc64da2306930790d8419f03b57e050","datavalue":{"value":{"entity-type":"item","numeric-id":988103,"id":"Q988103"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3ceac3d1f1a1fdf7136cace7a86d1b42dca5b6fb","datavalue":{"value":{"amount":"+0.848075807094574","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q646758$2E0B595B-7958-4E3D-B0A7-43266284B310","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:646758","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:646758"}}}}}