Asymptotic ruin probabilities for a bidimensional renewal risk model

Stochastics ◽

10.1080/17442508.2016.1276909 ◽

2017 ◽

Vol 89 (5) ◽

pp. 687-708 ◽

Author(s):

Haizhong Yang ◽

Jinzhu Li

Keyword(s):

Ruin Probabilities ◽

Renewal Risk Model ◽

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Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims

Japan Journal of Industrial and Applied Mathematics ◽

10.1007/s13160-020-00418-y ◽

2020 ◽

Vol 37 (3) ◽

pp. 657-675

Author(s):

Dongya Cheng ◽

Yang Yang ◽

Xinzhi Wang

Keyword(s):

Finite Time ◽

Ruin Probabilities ◽

Renewal Risk Model ◽

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

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1648828 ◽

2019 ◽

pp. 1-10

Author(s):

Jianxi Lin

Keyword(s):

Second Order ◽

Ruin Probabilities ◽

Renewal Risk Model ◽

Delayed Renewal Risk Model ◽

Heavy Tailed ◽

Renewal Risk ◽

Second Order Asymptotics

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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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Ruin Probabilities for Large Claims in Delayed Renewal Risk Model

Southeast Asian Bulletin of Mathematics ◽

10.1007/s100120200014 ◽

2002 ◽

Vol 25 (4) ◽

pp. 735-743 ◽

Author(s):

Qihe Tang ◽

Chun Su

Keyword(s):

Ruin Probabilities ◽

Renewal Risk Model ◽

Delayed Renewal Risk Model ◽

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Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2017.1390137 ◽

2017 ◽

Vol 47 (22) ◽

pp. 5396-5417 ◽

Author(s):

Hongmin Xiao ◽

Lin Xie

Keyword(s):

Interest Rate ◽

Ruin Probabilities ◽

Renewal Risk Model ◽

Model Based ◽

Renewal Risk ◽

Constant Interest Rate ◽

Constant Interest

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Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2015.03.020 ◽

2015 ◽

Vol 287 ◽

pp. 32-43 ◽

Author(s):

Yang Yang ◽

Zhimin Zhang ◽

Tao Jiang ◽

Dongya Cheng

Keyword(s):

Asymptotic Behavior ◽

Time Dependent ◽

Ruin Probabilities ◽

Renewal Risk Model ◽

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A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model

Statistics & Probability Letters ◽

10.1016/j.spl.2018.04.003 ◽

2018 ◽

Vol 140 ◽

pp. 23-32 ◽

Author(s):

Jinzhu Li

Keyword(s):

Ruin Probabilities ◽

Renewal Risk Model ◽

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