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 ◽

Author(s):

Ke-Ang Fu ◽

Cheuk Yin Andrew Ng

Keyword(s):

Ruin Probabilities ◽

Uniform Asymptotics ◽

Two Dimensional ◽

Renewal Risk Model ◽

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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):

Ruin Probabilities ◽

Uniform Asymptotics ◽

Two Dimensional ◽

Renewal Risk Model ◽

Stochastic Returns ◽

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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 ◽

Author(s):

Yang Yang ◽

Kam C. Yuen

Keyword(s):

Finite Time ◽

Ruin Probabilities ◽

Two Dimensional ◽

Infinite Time ◽

Renewal Risk Model ◽

Delayed Renewal Risk Model ◽

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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 ◽

Author(s):

Dongya Cheng ◽

Changjun Yu

Keyword(s):

Ruin Probabilities ◽

Two Dimensional ◽

Arrival Times ◽

Renewal Risk Model ◽

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Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model

Statistics and Its Interface ◽

10.4310/sii.2015.v8.n1.a1 ◽

2015 ◽

Vol 8 (1) ◽

pp. 3-8

Author(s):

Yang Yang ◽

Zhongquan Tan ◽

Yunyun Zhong

Keyword(s):

Ruin Probabilities ◽

Uniform Asymptotics ◽

Renewal Risk Model ◽

Renewal Risk ◽

Compound Renewal Risk Model

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Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1995754 ◽

2021 ◽

pp. 1-25

Author(s):

Zhiquan Jiang ◽

Jiangyan Peng ◽

Lei Zou

Keyword(s):

Time Dependent ◽

Ruin Probabilities ◽

Uniform Asymptotics ◽

Renewal Risk Model ◽

Stochastic Returns ◽

Renewal Risk ◽

Dependence Structures

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Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims

Stochastics ◽

10.1080/17442508.2018.1539088 ◽

2018 ◽

Vol 91 (5) ◽

pp. 643-656 ◽

Author(s):

Dongya Cheng ◽

Changjun Yu

Keyword(s):

Ruin Probabilities ◽

Uniform Asymptotics ◽

Renewal Risk Model ◽

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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 ◽

Author(s):

Dawei Lu ◽

Bin Zhang

Keyword(s):

Ruin Probabilities ◽

Two Dimensional ◽

Asymptotic Results ◽

Renewal Risk Model ◽

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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 ◽

Author(s):

Yiqing Chen ◽

Kam C. Yuen ◽

Kai W. Ng

Keyword(s):

Ruin Probabilities ◽

Two Dimensional ◽

Renewal Risk Model ◽

Heavy Tailed ◽

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Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.955117 ◽

2016 ◽

Vol 45 (20) ◽

pp. 6045-6060 ◽

Author(s):

Xijun Liu ◽

Qingwu Gao ◽

Ermin Guo

Keyword(s):

Ruin Probability ◽

Uniform Asymptotics ◽

Two Dimensional ◽

Renewal Risk Model ◽

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Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments

Stochastics ◽

10.1080/17442508.2017.1365077 ◽

2017 ◽

Vol 90 (3) ◽

pp. 432-471 ◽

Author(s):

Jiangyan Peng ◽

Dingcheng Wang

Keyword(s):

Ruin Probabilities ◽

Uniform Asymptotics ◽

Renewal Risk Model ◽

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