Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest

DOI10.1016/J.SPL.2013.02.018zbMath1283.62213OpenAlexW2036808678MaRDI QIDQ386284

Xijun Liu, Qingwu Gao

Publication date: 9 December 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.018

zbMATH Keywords

uniform asymptoticscounting processesupper tail asymptotic independencewidely lower orthant dependence

Mathematics Subject Classification ID

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

Related Items (18)

Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory ⋮ Randomly Weighted Sums of Pairwise Quasi Upper-Tail Independent Increments with Application to Risk Theory ⋮ 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 ⋮ The finite-time ruin probability of a risk model with a general counting process and stochastic return ⋮ Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals ⋮ Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments ⋮ Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest ⋮ Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims ⋮ Unnamed Item ⋮ Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest ⋮ Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims ⋮ Uniform asymptotics for finite-time ruin probability of a bidimensional risk model ⋮ Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process ⋮ Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims ⋮ Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables ⋮ Precise large deviations for the aggregate claims in a dependent compound renewal risk model

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