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

MaRDI QIDQ5129285zbMATHFDO

Authors Xiuchun Bi, Shuguang Zhang

Publication date 27 October 2020

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)

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Cited in

(17)

• Finite-time ruin probability of a compound risk model with dependent claim sizes
• On finite-time ruin probabilities with reinsurance cycles influenced by large claims
• Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
• Probability of ruin with variable premium rate in a Markovian environment
• The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
• Finite time ruin probabilities for tempered stable insurance risk processes
• 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
• scientific article; zbMATH DE number 7266958 (Why is no real title available?)
• On finite-time ruin probabilities in a generalized dual risk model with dependence
• scientific article; zbMATH DE number 1995774 (Why is no real title available?)
• On the evaluation of finite-time ruin probabilities in a dependent risk model
• Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
• Estimates for the finite-time ruin probability of a time-dependent risk model with a Brownian perturbation
• On occupation times for a risk process with reserve-dependent premium
• The finite-time ruin probability for an inhomogeneous renewal risk model
• Asymptotic behaviour of the finite-time ruin probability in renewal risk models
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model

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