Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals

Statistics (62-XX) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited In (3)

The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails
Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals
Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims

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