Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.1882496 ◽

2021 ◽

pp. 1-16

Author(s):

Shijie Wang ◽

Huan Qian ◽

Huimin Sun ◽

Bingzhen Geng

Keyword(s):

Ruin Probabilities ◽

Uniform Asymptotics

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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 ◽

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 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 the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims

Lithuanian Mathematical Journal ◽

10.1007/s10986-012-9159-3 ◽

2012 ◽

Vol 52 (1) ◽

pp. 111-121 ◽

Author(s):

Yang Yang ◽

Kaiyong Wang

Keyword(s):

Interest Rate ◽

Finite Time ◽

Ruin Probabilities ◽

Uniform Asymptotics ◽

Infinite Time ◽

Heavy Tailed ◽

Constant Interest Rate ◽

Constant Interest

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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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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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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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Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2012.08.060 ◽

2013 ◽

Vol 398 (1) ◽

pp. 352-361 ◽

Author(s):

Yang Yang ◽

Kaiyong Wang ◽

Jie Liu

Keyword(s):

Finite Time ◽

Ruin Probabilities ◽

Uniform Asymptotics ◽

Infinite Time ◽

Renewal Risk Model ◽

Absolute Ruin ◽

Renewal Risk ◽

Compound Renewal Risk Model

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Ruin probabilities for a risk model with two classes of claims

Acta Mathematica Sinica English Series ◽

10.1007/s10114-010-8091-x ◽

2010 ◽

Vol 26 (9) ◽

pp. 1749-1760 ◽

Author(s):

Tong Ling Lv ◽

Jun Yi Guo ◽

Xin Zhang

Keyword(s):

Ruin Probabilities

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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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