Asymptotic estimates for the bidimensional time-dependent risk model with investments and by-claims

MaRDI QIDQ4642969zbMATH OpenFDO

Authors Jialin Ni, Ke-Ang Fu, Huijie Li

Publication date 25 May 2018

zbMATH Keywords

ruin probabilitybidimensional risk modelconsistent variationby-claiminvestment return

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(3)

• On a two-dimensional risk model with time-dependent claim sizes and risky investments
• Asymptotics for a bidimensional risk model with two geometric Lévy price processes
• A note on a by-claim risk model: Asymptotic results

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