On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims

DOI10.1007/S13160-024-00648-4MaRDI QIDQ6498449FDOQ6498449

Authors: Yueli Yang, Bingzhen Geng, Shijie Wang 

Publication date: 7 May 2024

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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

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