Asymptotic estimates of ruin probabilities for a time-dependent renewal risk model with dominatedly-varying-tailed and dependent claims

MaRDI QIDQ5166175zbMATHFDO

Authors Yuyang Qiu, Jie Li, Ke-Ang Fu

Publication date 30 June 2014

zbMATH Keywords

ruin probabilitydominatedly varying tailstime-dependent renewal risk modelupper tail independent

Mathematics Subject Classification ID

Renewal theory (60K05)

Recommendations

• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
• Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
• Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
• Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims

Cited in

(10)

• A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION
• Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
• scientific article; zbMATH DE number 6746497 (Why is no real title available?)
• Random time ruin probability for the renewal risk model with heavy-tailed claims
• Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
• Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
• Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims
• Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
• Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims

This page was built for publication: Asymptotic estimates of ruin probabilities for a time-dependent renewal risk model with dominatedly-varying-tailed and dependent claims

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5166175)