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

zbMATH Open1299.91067MaRDI QIDQ5166175FDOQ5166175

Jie Li, Ke-Ang Fu, Yuyang Qiu

Publication date: 30 June 2014

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zbMATH Keywords

ruin probabilitydominatedly varying tailstime-dependent renewal risk modelupper tail independent

Mathematics Subject Classification ID

Renewal theory (60K05)

Cited In (3)

• Title not available (Why is that?)
• Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
• A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION

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