Uniform Asymptotics for Finite-time Ruin Probability in a Dependent Risk Model with General Stochastic Investment Return Process

2021 ◽  
Vol 37 (4) ◽  
pp. 847-857
Author(s):  
Yang Yang ◽  
Kam Chuen Yuen ◽  
Jun-feng Liu
Keyword(s):  
Finite Time ◽  
Ruin Probability ◽  
Risk Model ◽  
Uniform Asymptotics ◽  
Finite Time Ruin Probability ◽  
Investment Return ◽  
Return Process ◽  
General Stochastic

The finite time ruin probability in a risk model with capital injections

2013 ◽  
Vol 2015 (4) ◽  
pp. 301-318 ◽  
Author(s):  
Ciyu Nie ◽  
David C.M. Dickson ◽  
Shuanming Li
Keyword(s):  
Finite Time ◽  
Ruin Probability ◽  
Risk Model ◽  
Finite Time Ruin Probability ◽  
Capital Injections

The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation

2018 ◽  
Vol 35 (3) ◽  
pp. 1173-1189 ◽  
Author(s):  
Kaiyong Wang ◽  
Lamei Chen ◽  
Yang Yang ◽  
Miaomiao Gao
Keyword(s):  
Finite Time ◽  
Ruin Probability ◽  
Risk Model ◽  
Finite Time Ruin Probability
Sign in / Sign up

Export Citation Format

Share Document