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

2021 ◽  
pp. 1-25
Author(s):  
Zhiquan Jiang ◽  
Jiangyan Peng ◽  
Lei Zou
Keyword(s):  
Risk Model ◽  
Time Dependent ◽  
Ruin Probabilities ◽  
Uniform Asymptotics ◽  
Renewal Risk Model ◽  
Stochastic Returns ◽  
Renewal Risk ◽  
Dependence Structures

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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