Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619): Difference between revisions

Latest revision as of 14:15, 29 July 2024

scientific article; zbMATH DE number 7553820

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English	Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations	scientific article; zbMATH DE number 7553820

Statements

instance of

scholarly article

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title

Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (English)

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published in

Stochastics

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publication date

6 July 2022

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zbMATH Keywords

bidimensional risk model

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finite-time ruin probability

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heavy-tailed claims

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uniform asymptotics

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tail asymptotic independence

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author

Dong Ya Cheng

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/17442508.2019.1708362

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cites work

Q4726487

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Bivariate regular variation among randomly weighted sums in general insurance

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Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models

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

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Randomly weighted sums of dependent subexponential random variables with applications to risk theory

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Q4609295

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Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims

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Subexponentiality of the product of independent random variables

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Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest

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Stopped Random Walks

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Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model

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A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation

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A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model

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A note on a dependent risk model with constant interest rate

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Characterizations and examples of hidden regular variation

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Q4864754

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Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.

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Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate

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The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation

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Asymptotic ruin probabilities for a bidimensional renewal risk model

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Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims

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Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims

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Asymptotics for a bidimensional risk model with two geometric Lévy price processes

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Identifiers

zbMATH Open document ID

1490.62314

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DOI

10.1080/17442508.2019.1708362

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5086619

@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate regular variation among randomly weighted sums in general insurance
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of dependent subexponential random variables with applications to risk theory
+Normal rank
@@ Property / cites work @@
+Q4609295
@@ Property / cites work: Q4609295 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
+Normal rank
@@ Property / cites work @@
+Stopped Random Walks
@@ Property / cites work: Stopped Random Walks / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
+Normal rank
@@ Property / cites work @@
+A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
+Normal rank
@@ Property / cites work @@
+A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
+Normal rank
@@ Property / cites work @@
+A note on a dependent risk model with constant interest rate
+Normal rank
@@ Property / cites work @@
+Characterizations and examples of hidden regular variation
+Normal rank
@@ Property / cites work @@
+Q4864754
@@ Property / cites work: Q4864754 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
@@ Property / cites work @@
+The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities for a bidimensional renewal risk model
+Normal rank
@@ Property / cites work @@
+Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
+Normal rank
@@ Property / cites work @@
+Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
+Normal rank
@@ Property / cites work @@
+Asymptotics for a bidimensional risk model with two geometric Lévy price processes
+Normal rank