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

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

Some Results about Ruin Probability in the Second Type of Generalized Delayed Renewal Risk Model

2012 ◽  
Vol 433-440 ◽  
pp. 2969-2973
Author(s):  
Shi Zu Fang
Keyword(s):  
Ruin Probability ◽  
Risk Model ◽  
Renewal Risk Model ◽  
Delayed Renewal Risk Model ◽  
Asymptotic Relationship ◽  
Heavy Tailed ◽  
Equivalence Relationship ◽  
Renewal Risk ◽  
Relationship Of

In this paper we introduce the second type of generalized delayed renewal risk model and investigate its ruin probability. Under the assumption that the claim sizes are heavy-tailed, we obtain a tail equivalence relationship of the ruin probability and establish a local asymptotic relationship for the ruin probability.

Asymptotic ruin probabilities for a bidimensional renewal risk model

Stochastics ◽  
2017 ◽  
Vol 89 (5) ◽  
pp. 687-708 ◽  
Author(s):  
Haizhong Yang ◽  
Jinzhu Li
Keyword(s):  
Risk Model ◽  
Ruin Probabilities ◽  
Renewal Risk Model ◽  
Renewal Risk
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