Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance

DOI10.1007/S11425-022-2030-5MaRDI QIDQ6139327OpenAlexFDO

Authors Yang Yang, Shaoying Chen, Kam Chuen Yuen

Publication date 18 January 2024

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-022-2030-5

zbMATH Keywords

dependenceheavy-tailed distributionrandomly weighted suminsurance risk modelasymptotic joint tail behavior

Mathematics Subject Classification ID

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

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Cited in

(1)

• Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses

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