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

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/s10255-021-1050-8 ◽

2021 ◽

Vol 37 (4) ◽

pp. 847-857

Author(s):

Yang Yang ◽

Kam Chuen Yuen ◽

Jun-feng Liu

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Uniform Asymptotics ◽

Finite Time Ruin Probability ◽

Investment Return ◽

Return Process ◽

General Stochastic

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Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations

Stochastics ◽

10.1080/17442508.2019.1708362 ◽

2019 ◽

pp. 1-16 ◽

Author(s):

Dongya Cheng

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Uniform Asymptotics ◽

Finite Time Ruin Probability

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UNIFORM ASYMPTOTICS FOR THE FINITE-TIME RUIN PROBABILITY IN A GENERAL RISK MODEL WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE

Bulletin of the Korean Mathematical Society ◽

10.4134/bkms.2013.50.2.611 ◽

2013 ◽

Vol 50 (2) ◽

pp. 611-626 ◽

Author(s):

Qingwu Gao ◽

Yang Yang

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Uniform Asymptotics ◽

Finite Time Ruin Probability ◽

Interest Force ◽

Constant Interest Force ◽

Constant Interest

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Uniform asymptotics for finite-time ruin probability of a bidimensional risk model

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2018.09.025 ◽

2019 ◽

Vol 469 (2) ◽

pp. 525-536 ◽

Author(s):

Yang Chen ◽

Yang Yang ◽

Tao Jiang

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Uniform Asymptotics ◽

Finite Time Ruin Probability

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Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Methodology And Computing In Applied Probability ◽

10.1007/s11009-011-9226-y ◽

2011 ◽

Vol 15 (1) ◽

pp. 109-124 ◽

Author(s):

Kaiyong Wang ◽

Yuebao Wang ◽

Qingwu Gao

Keyword(s):

Interest Rate ◽

Finite Time ◽

Ruin Probability ◽

Uniform Asymptotics ◽

Finite Time Ruin Probability ◽

Constant Interest Rate ◽

Constant Interest

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

Scandinavian Actuarial Journal ◽

10.1080/03461238.2013.823460 ◽

2013 ◽

Vol 2015 (4) ◽

pp. 301-318 ◽

Author(s):

Ciyu Nie ◽

David C.M. Dickson ◽

Shuanming Li

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Finite Time Ruin Probability ◽

Capital Injections

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

Japan Journal of Industrial and Applied Mathematics ◽

10.1007/s13160-018-0321-0 ◽

2018 ◽

Vol 35 (3) ◽

pp. 1173-1189 ◽

Author(s):

Kaiyong Wang ◽

Lamei Chen ◽

Yang Yang ◽

Miaomiao Gao

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Finite Time Ruin Probability

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A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization

North American Actuarial Journal ◽

10.1080/10920277.2012.10590648 ◽

2012 ◽

Vol 16 (3) ◽

pp. 378-397 ◽

Author(s):

Qihe Tang ◽

Zhongyi Yuan

Keyword(s):

Portfolio Optimization ◽

Finite Time ◽

Ruin Probability ◽

Finite Time Ruin Probability

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The finite-time ruin probability under the compound binomial risk model

European Actuarial Journal ◽

10.1007/s13385-013-0063-y ◽

2013 ◽

Vol 3 (1) ◽

pp. 249-271 ◽

Author(s):

Shuanming Li ◽

Kristina P. Sendova

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Finite Time Ruin Probability ◽

Compound Binomial ◽

Compound Binomial Risk Model

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Finite Time Ruin Probability in Non-standard Risk Model with Risky Investments

Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering - Complex Sciences ◽

10.1007/978-3-642-02469-6_55 ◽

2009 ◽

pp. 1783-1793

Author(s):

Tao Jiang

Keyword(s):

Finite Time ◽

Ruin Probability ◽

Finite Time Ruin Probability ◽

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Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1643888 ◽

2019 ◽

pp. 1-12 ◽

Author(s):

Kaiyong Wang ◽

Yanzhu Mao

Keyword(s):

Interest Rate ◽

Finite Time ◽

Ruin Probability ◽

Finite Time Ruin Probability ◽

Constant Interest Rate ◽

Constant Interest

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