Asymptotic estimate for the probability of an exceedance over negatively associated renewal thresholds and the ruin probability in dividend barrier models

zbMATH Open1212.62053MaRDI QIDQ3570764FDOQ3570764

Authors: Yang Yang, Yuebao Wang 

Publication date: 8 July 2010

Recommendations

• Asymptotic Probabilities of an Exceedance Over Renewal Thresholds with an Application to Risk Theory
• The weakly asymptotic behavior for ruin probability within finite time in renewal model with NA heavy-tailed claims
• BARRIER PROBABILITIES AND MAXIMUM SEVERITY OF RUIN FOR A RENEWAL RISK MODEL
• Uniform asymptotics for the ruin probability in a dependent risk model
• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims

zbMATH Keywords

stopping timemaximumheavy-tailed distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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