Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims

DOI10.1007/S11424-012-9294-2zbMath1307.91095OpenAlexW2014506815MaRDI QIDQ488895

Yinghua Dong, Yue-bao Wang

Publication date: 27 January 2015

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-9294-2

zbMATH Keywords

dominatedly varying tailsweighted renewal functionpairwise quasi-asymptotic independencenonstandard renewal risk modelperturbed renewal risk model

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (2)

Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns ⋮ Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate

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