Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (Q6579745)

scientific article; zbMATH DE number 7887788

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English	Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return	scientific article; zbMATH DE number 7887788

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scholarly article

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title

Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (English)

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author

Jinzhu Li

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published in

Communications in Statistics. Theory and Methods

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publication date

26 July 2024

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MaRDI profile type

MaRDI publication profile

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cites work

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Asymptotic results for ruin probability of a two-dimensional renewal risk model

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

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Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

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

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Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments

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Functional large deviations for multivariate regularly varying 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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On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations

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Power tailed ruin probabilities in the presence of risky investments.

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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims

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The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims

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

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On the joint tail behavior of randomly weighted sums of heavy-tailed random variables

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On the ruin probabilities of a bidimensional perturbed risk model

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Tail asymptotics for exponential functionals of Lévy processes

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An introduction to copulas.

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Multivariate subexponential distributions and random sums of random vectors

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Risk theory in a stochastic economic environment

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On Cramér-like asymptotics for risk processes with stochastic return on investments

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Ruin models with investment income

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Ruin theory with stochastic return on investments

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Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns

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Multivariate subexponential distributions and their applications

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Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail

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Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence

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Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model

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Distributions for the risk process with a stochastic return on investments.

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Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims

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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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Ruin probabilities for a~risk process with stochastic return on investments.

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On the renewal risk process with stochastic interest

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Identifiers

DOI

10.1080/03610926.2023.2232906

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6579745