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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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 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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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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Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1484484 ◽

2018 ◽

Vol 48 (16) ◽

pp. 4051-4066

Author(s):

Bingzhen Geng ◽

Cen Chen ◽

Shijie Wang

Keyword(s):

Uniform Asymptotics ◽

Renewal Risk Model ◽

Heavy Tailed ◽

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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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