A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model
DOI10.1007/S10986-020-09473-XzbMATH Open1443.62337OpenAlexW3008878899MaRDI QIDQ779818FDOQ779818
Authors: Yuquan Cang, Yang Yang, Xixi Shi 
Publication date: 14 July 2020
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-020-09473-x
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asymptoticsfinite-time ruin probabilityheavy tailuniformitysize-dependencenon-standard renewal risk model
Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Risk models (general) (91B05)
Cites Work
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Cited In (9)
- Note on the bi-risk discrete time risk model with income rate two
- Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory
- Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model
- Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model
- Ruin probabilities for a regenerative Poisson gap generated risk process
- Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function
- General bounds for the deficit distribution at ruin in the sparre Andersen model
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