Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims

DOI10.1007/S11766-015-3297-4zbMATH Open1349.91135OpenAlexW2234469556MaRDI QIDQ530729FDOQ530729

Authors: Yuyang Qiu, Anding Wang, Ke-Ang Fu 

Publication date: 10 August 2016

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-015-3297-4

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zbMATH Keywords

ruin probabilitytime-dependentby-claimdominatedly varying tailquasi-asymptotic independenceextended upper negative dependence

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

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Cited In (11)

• Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
• The construction of a quadratic predictor of the discounted renewal claims with dependence
• Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims
• Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns
• Asymptotics for a time-dependent by-claim model with dependent subexponential claims
• On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
• Title not available (Why is that?)
• On the probability of ruin in a continuous risk model with delayed claims
• Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
• Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
• Asymptotic estimates of ruin probabilities for a time-dependent renewal risk model with dominatedly-varying-tailed and dependent claims

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