Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims

DOI10.1080/03610926.2014.942431zbMath1397.62421OpenAlexW2342626850MaRDI QIDQ2817162

Qingwu Gao, Xijun Liu

Publication date: 29 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.942431

zbMATH Keywords

uniform asymptoticsupper tail asymptotically independencediscounted aggregate claimstime-dependence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims, Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force, Uniform asymptotics for the compound risk model with dependence structures and constant force of interest, Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments, Unnamed Item

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