Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums

DOI10.3934/jimo.2011.7.849zbMath1231.91178OpenAlexW2321973498MaRDI QIDQ656445

Yinghua Dong, Yue-bao Wang

Publication date: 18 January 2012

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2011.7.849

zbMATH Keywords

ruin probabilityLévy processrenewal risk models

Mathematics Subject Classification ID

Related Items (5)

Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns ⋮ Large deviations for the stochastic present value of aggregate claims in the nonstandard compound renewal risk model with widely upper Orthant dependent claims ⋮ Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments ⋮ Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model ⋮ Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims

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