Finite-time ruin probability for a risk model with negatively dependent heavily-tailed potential claims

zbMATH Open1249.91056MaRDI QIDQ2886327FDOQ2886327

Authors: Hongmin Xiao, Jianxia Liu 

Publication date: 1 June 2012

Published in: Journal of Shandong University. Natural Science (Search for Journal in Brave)

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zbMATH Keywords

finite-time ruin probabilitynegatively dependent random variablesprospective-claim

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (10)

• Estimates and numerical simulations for the finite-time ruin probability in an extended negatively dependent general risk model
• Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails
• Finite-time ruin probabilities for discrete, possibly dependent, claim severities
• The limit properties for a risk model with heavy-tailed potential claims
• Title not available (Why is that?)
• The finite-time ruin probability for risk models with upper-tailed independent heavily-tailed prospective claims
• The weakly asymptotic behavior for ruin probability within finite time in renewal model with NA heavy-tailed claims
• Ruin probability for a risk model based on the policy entrance process under negatively dependent claims
• Insensitivity to negative dependence of the finite time ruin probability for renewal models with constant interest force
• Finite time ruin probability and precise large deviations for a customer-based compound binomial risk model

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