Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns
DOI10.1080/03610926.2021.1995754OpenAlexW3212218708MaRDI QIDQ6169364FDOQ6169364
Authors: Zhiquan Jiang, Jiangyan Peng, Lei Zou
Publication date: 11 July 2023
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1995754
ruin probabilitynumerical simulationsdependence structuresone-sided linear processexponential Lévy process
Probability theory and stochastic processes (60-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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