Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times

DOI10.1007/s11424-011-8107-3zbMath1236.91088MaRDI QIDQ646758

Yang Yang, Xijun Liu, Yue-bao Wang

Publication date: 17 November 2011

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-011-8107-3

zbMATH Keywords

ruin probability; modulated process; negatively lower orthant dependent; negatively upper orthant dependent

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

Cites Work

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