scientific article; zbMATH DE number 6747214

DOI10.13705/J.ISSN.1671-6841.2016623MaRDI QIDQ5282536zbMATH OpenFDO

Authors Hang Guo, Yansheng Jin, Heng Zhang

Publication date 14 July 2017

Full work available at URL https://doi.org/10.13705/J.ISSN.1671-6841.2016623

zbMATH Keywords

extended negatively dependenceheavy-tailed distributionprospective-claimruin probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Ruin probability for a risk model based on the policy entrance process under negatively dependent claims
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• The finite-time ruin probability for risk models with upper-tailed independent heavily-tailed prospective claims
• scientific article; zbMATH DE number 6263078 (Why is no real title available?)
• Ruin probabilities for Bayesian exchangeable claims processes

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