Asymptotic ruin probabilities for a bidimensional renewal risk model
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Publication:4584665
DOI10.1080/17442508.2016.1276909zbMATH Open1394.60090OpenAlexW2609936126MaRDI QIDQ4584665FDOQ4584665
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
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asymptoticsruin probabilityextended regular variationsubexponential classbidimensional renewal risk model
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- A Note on Cumulative Sums
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
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- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
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- On Ultimate Ruin in a Delayed-Claims Risk Model
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
- Bivariate compound renewal sums with discounted claims
- The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
- Renewal theory in two dimensions: bounds on the renewal function
Cited In (19)
- General methods for bounding multidimensional ruin probabilities in regime-switching models
- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
- Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations
- On the ruin probabilities of a bidimensional perturbed risk model
- Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
- Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims
- Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims
- Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying 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
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes
- Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims
- Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
- Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
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