The limit property of a risk model based on entrance processes

DOI10.1080/03610918.2019.1659969OpenAlexW2972382026WikidataQ127319555 ScholiaQ127319555MaRDI QIDQ5082864FDOQ5082864

Authors: Lin Xie, Hongmin Xiao, Yan He 

Publication date: 21 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1659969

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zbMATH Keywords

asymptoticsrisky investmentquasi-asymptotically independentinsurance risk process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Title not available (Why is that?)
• Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
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• Ruin probabilities and investment under interest force in the presence of regularly varying tails
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• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
• Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims
• The limit behavior of a risk model based on entrance processes
• Study of a risk model based on the entrance process
• The finite time ruin probability of a new risk model based on entrance process
• Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate

Cited In (2)

• The limit behavior of a risk model based on entrance processes
• Study of a risk model based on the entrance process

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