Asymptotic ruin probabilities for a bidimensional renewal risk model

DOI10.1080/17442508.2016.1276909zbMath1394.60090OpenAlexW2609936126MaRDI QIDQ4584665

Jinzhu Li, Hai-Zhong Yang

Publication date: 4 September 2018

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2016.1276909

zbMATH Keywords

asymptoticsextended regular variationruin probabilitysubexponential classbidimensional renewal risk model

Mathematics Subject Classification ID

Related Items (13)

Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times ⋮ Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims ⋮ Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations ⋮ General methods for bounding multidimensional ruin probabilities in regime-switching models ⋮ Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims ⋮ A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* ⋮ Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims ⋮ Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims ⋮ Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims ⋮ Uniform asymptotics for finite-time ruin probability of a bidimensional risk model ⋮ Asymptotics for a bidimensional risk model with two geometric Lévy price processes ⋮ Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims ⋮ Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations

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