A particular bidimensional time-dependent renewal risk model with constant interest rates

DOI10.1017/S0269964819000020zbMATH Open1434.60254OpenAlexW2922115524WikidataQ128250538 ScholiaQ128250538MaRDI QIDQ5111479FDOQ5111479

Authors: Ke-Ang Fu, Chang Ni, Hao Chen 

Publication date: 27 May 2020

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964819000020

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zbMATH Keywords

proportional reinsuranceruin probabilitybidimensional risk modelconsistent variationtime-dependence

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Martingales with continuous parameter (60G44)

Cites Work

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Cited In (10)

• Title not available (Why is that?)
• Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
• Survival probabilities in bivariate risk models, with application to reinsurance
• Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
• Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
• Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: based on Sinc methods
• The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
• Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
• Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims
• Title not available (Why is that?)

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