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

DOI10.1016/j.insmatheco.2015.04.006zbMath1348.91155MaRDI QIDQ495446

Tao Jiang, Yang Chen, Hui Xu, Yue-bao Wang

Publication date: 14 September 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.04.006

zbMATH Keywords

subexponential distribution; time dependence; bidimensional renewal model; finite-time ruin probabilities; uniform asymptotic estimate

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62P05: Applications of statistics to actuarial sciences and financial mathematics

62H20: Measures of association (correlation, canonical correlation, etc.)

60K10: Applications of renewal theory (reliability, demand theory, etc.)

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