Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return

DOI10.1016/j.cam.2015.03.020zbMath1314.91148OpenAlexW2033187903MaRDI QIDQ2346633

Zhimin Zhang, Tao Jiang, Yang Yang, Dong Ya Cheng

Publication date: 2 June 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.03.020

zbMATH Keywords

simulationuniformityruin probabilityLévy processdependencedominated variation

Mathematics Subject Classification ID

Related Items (4)

Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments ⋮ The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation ⋮ The finite-time ruin probability of a risk model with a general counting process and stochastic return ⋮ Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations

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