Tail asymptotic of discounted aggregate claims with compound dependence under risky investment
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Publication:5078281
DOI10.1080/03610926.2017.1417437OpenAlexW2783663706MaRDI QIDQ5078281
Jiangyan Peng, Fenglong Guo, Ding Cheng Wang
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1417437
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (3)
Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns ⋮ Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors ⋮ Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
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