Asymptotics for the in nite-time absolute ruin probabilities in time-dependent renewal risk models

DOI10.1360/012011-216zbMath1488.91106OpenAlexW3147941114MaRDI QIDQ5017823

Jin-Guan Lin, Yang Yang, Qingwu Gao

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012011-216

zbMATH Keywords

asymptoticsdependenceinfinite-time absolute ruin probability

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Related Items (2)

On a perturbed Sparre Andersen risk model with dividend barrier and dependence ⋮ The absolute ruin insurance risk model with a threshold dividend strategy

This page was built for publication: Asymptotics for the in nite-time absolute ruin probabilities in time-dependent renewal risk models