Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns

DOI10.1016/J.SPL.2023.110013zbMATH Open1537.9126MaRDI QIDQ6540872FDOQ6540872

Authors: Mingjun Li, Zhangting Chen, Dongya Cheng, Junyi Zhou 

Publication date: 17 May 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

finite-time ruin probabilitystochastic returnarbitrary dependenceheavy-tailed claimbidimensional compound risk modelupper tail asymptotically independent claim

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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