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

zbMATH Open1299.91067MaRDI QIDQ5166175FDOQ5166175

Authors: Yuyang Qiu, Jie Li, Ke-Ang Fu 

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)

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• Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
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• Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
• Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims
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• Random time ruin probability for the renewal risk model with heavy-tailed claims
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