𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimates for the probability of ruin starting with a large initial reserve

✍ Scribed by Lajos Horváth; Eric Willekens


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
649 KB
Volume
5
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Asymptotics for the ruin probabilities o
✍ Yiqing Chen; Kam C. Yuen; Kai W. Ng 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB 👁 2 views

In this paper, we consider two dependent classes of insurance business with heavy-tailed claims. The dependence comes from the assumption that claim arrivals of the two classes are governed by a common renewal counting process. We study two types of ruin in the two-dimensional framework. For each ty