Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

Yiqing Chen; Kam C. Yuen; Kai W. Ng

doi:10.1002/asmb.834

Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.834 ◽

2010 ◽

Vol 27 (3) ◽

pp. 290-300 ◽

Cited By ~ 32

Author(s):

Yiqing Chen ◽

Kam C. Yuen ◽

Kai W. Ng

Keyword(s):

Risk Model ◽

Ruin Probabilities ◽

Two Dimensional ◽

Renewal Risk Model ◽

Heavy Tailed ◽

Renewal Risk

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Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2016.04.068 ◽

2016 ◽

Vol 442 (2) ◽

pp. 600-626 ◽

Cited By ~ 11

Author(s):

Yang Yang ◽

Kam C. Yuen

Keyword(s):

Finite Time ◽

Risk Model ◽

Ruin Probabilities ◽

Two Dimensional ◽

Infinite Time ◽

Renewal Risk Model ◽

Delayed Renewal Risk Model ◽

Renewal Risk

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Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments

Statistics & Probability Letters ◽

10.1016/j.spl.2017.02.015 ◽

2017 ◽

Vol 125 ◽

pp. 227-235 ◽

Cited By ~ 2

Author(s):

Ke-Ang Fu ◽

Cheuk Yin Andrew Ng

Keyword(s):

Risk Model ◽

Ruin Probabilities ◽

Uniform Asymptotics ◽

Two Dimensional ◽

Renewal Risk Model ◽

Renewal Risk

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Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1648828 ◽

2019 ◽

pp. 1-10

Author(s):

Jianxi Lin

Keyword(s):

Risk Model ◽

Second Order ◽

Ruin Probabilities ◽

Renewal Risk Model ◽

Delayed Renewal Risk Model ◽

Heavy Tailed ◽

Renewal Risk ◽

Second Order Asymptotics

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Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1565782 ◽

2019 ◽

Vol 49 (7) ◽

pp. 1742-1760 ◽

Cited By ~ 1

Author(s):

Dongya Cheng ◽

Changjun Yu

Keyword(s):

Risk Model ◽

Ruin Probabilities ◽

Two Dimensional ◽

Arrival Times ◽

Renewal Risk Model ◽

Renewal Risk

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Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns

Journal of Inequalities and Applications ◽

10.1186/s13660-018-1913-6 ◽

2018 ◽

Vol 2018 (1) ◽

Author(s):

Yinghua Dong ◽

Dingcheng Wang

Keyword(s):

Risk Model ◽

Ruin Probabilities ◽

Uniform Asymptotics ◽

Two Dimensional ◽

Renewal Risk Model ◽

Stochastic Returns ◽

Renewal Risk

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Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2012.07.001 ◽

2012 ◽

Vol 51 (2) ◽

pp. 422-429 ◽

Cited By ~ 6

Author(s):

Jianxi Lin

Keyword(s):

Risk Model ◽

Second Order ◽

Ruin Probabilities ◽

Renewal Risk Model ◽

Heavy Tailed ◽

Renewal Risk ◽

Second Order Asymptotics

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Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims

Statistics & Probability Letters ◽

10.1016/j.spl.2016.03.005 ◽

2016 ◽

Vol 114 ◽

pp. 20-29 ◽

Cited By ~ 3

Author(s):

Dawei Lu ◽

Bin Zhang

Keyword(s):

Risk Model ◽

Ruin Probabilities ◽

Two Dimensional ◽

Asymptotic Results ◽

Renewal Risk Model ◽

Renewal Risk

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Precise Large Deviations for Sums of Claim-size Vectors in a Two-dimensional Size-dependent Renewal Risk Model

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-021-1030-z ◽

2021 ◽

Vol 37 (3) ◽

pp. 539-547

Author(s):

Ke-ang Fu ◽

Xin-mei Shen ◽

Hui-jie Li

Keyword(s):

Large Deviations ◽

Risk Model ◽

Claim Size ◽

Two Dimensional ◽

Precise Large Deviations ◽

Renewal Risk Model ◽

Size Dependent ◽

Renewal Risk

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Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1484484 ◽

2018 ◽

Vol 48 (16) ◽

pp. 4051-4066

Author(s):

Bingzhen Geng ◽

Cen Chen ◽

Shijie Wang

Keyword(s):

Risk Model ◽

Uniform Asymptotics ◽

Renewal Risk Model ◽

Heavy Tailed ◽

Renewal Risk

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Asymptotic ruin probabilities for a bidimensional renewal risk model

Stochastics ◽

10.1080/17442508.2016.1276909 ◽

2017 ◽

Vol 89 (5) ◽

pp. 687-708 ◽

Cited By ~ 5

Author(s):

Haizhong Yang ◽

Jinzhu Li

Keyword(s):

Risk Model ◽

Ruin Probabilities ◽

Renewal Risk Model ◽

Renewal Risk

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