The uniform local asymptotics of the bidimensional discounted aggregate claim process

DOI10.1360/SSM-2020-0002zbMath1499.62379MaRDI QIDQ5064141

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

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

bidimensional risk modeldiscounted aggregate claim processlocal time-dependencetotal net loss process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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