Finite-time ruin probability of a compound risk model with dependent claim sizes

DOI10.12084/J.ISSN.2096-3289.2018.03.003zbMATH Open1424.62174MaRDI QIDQ5382017FDOQ5382017

Miaomiao Gao, Shurong Chen, Kaiyong Wang, Lamei Chen

Publication date: 21 June 2019

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zbMATH Keywords

asymptoticsfinite-time ruin probabilityheavy-tailed distributioncompound risk modelwide dependence

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (6)

• Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
• Title not available (Why is that?)
• Title not available (Why is that?)
• The compound binomial risk model with time-correlated claims
• Finite-time ruin probabilities for discrete, possibly dependent, claim severities
• Ruin probabilities for time-correlated claims in the compound binomial model.

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