The finite-time ruin probability in a dependent random premium rates risk model

zbMATH Open1463.62318MaRDI QIDQ5129285FDOQ5129285

Authors: Xiuchun Bi, Shuguang Zhang 

Publication date: 27 October 2020

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zbMATH Keywords

ruin probabilityrenewal risk modelheavy-tailed distributionstrongly subexponential distributionrandom premium rates

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Renewal theory (60K05) Risk models (general) (91B05)

Cited In (17)

• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
• Title not available (Why is that?)
• Probability of ruin with variable premium rate in a Markovian environment
• Title not available (Why is that?)
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
• On finite-time ruin probabilities in a generalized dual risk model with dependence
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
• Finite-time ruin probability of a compound risk model with dependent claim sizes
• Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation
• The finite-time ruin probability for an inhomogeneous renewal risk model
• On occupation times for a risk process with reserve-dependent premium
• Finite time ruin probabilities for tempered stable insurance risk processes
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
• On finite-time ruin probabilities with reinsurance cycles influenced by large claims
• Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
• On the evaluation of finite-time ruin probabilities in a dependent risk model

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