A note on a by-claim risk model: Asymptotic results

DOI10.1080/03610926.2016.1263743zbMATH Open1386.60057OpenAlexW2557643793MaRDI QIDQ4595907FDOQ4595907

Authors: Jinzhu Li 

Publication date: 6 December 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1263743

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zbMATH Keywords

asymptoticsdependenceregular variationruin probabilityby-claim

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20)

Cited In (6)

• Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force
• A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims
• Asymptotics for ultimate ruin probability in a by-claim risk model
• Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim
• Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims

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