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 QIDQ6498449zbMATH OpenFDO

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)

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• A Note on Cumulative Sums
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• Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
• Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
• Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
• Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims
• Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
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• Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
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• On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
• On pairwise quasi-asymptotically independent random variables and their applications
• On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
• Randomly weighted sums of subexponential random variables with application to ruin theory
• Ruin probabilities allowing for delay in claims settlement
• Ruin probabilities for time-correlated claims in the compound binomial model.
• Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
• The impact on ruin probabilities of the association structure among financial risks
• Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
• Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
• Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims

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