Asymptotics for a time-dependent by-claim model with dependent subexponential claims

DOI10.1016/J.INSMATHECO.2023.07.001zbMATH Open1522.62096OpenAlexW4384564732MaRDI QIDQ6072271FDOQ6072271

Authors: Meng Yuan, Dawei Lu 

Publication date: 12 October 2023

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.07.001

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zbMATH Keywords

asymptoticsdependenceruin probabilityrenewal risk modelby-claimsubexponential distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

Cites Work

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Cited In (2)

• On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims
• On the analysis of time dependent claims in a class of birth process claim count models

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