𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Tail equivalence relationships for ruin probabilities in several risk models

✍ Scribed by Feng Hu; Chuancun Yin; Zhaojun Zong


Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
115 KB
Volume
21
Category
Article
ISSN
1524-1904

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Asymptotics for the ruin probabilities o
✍ Yiqing Chen; Kam C. Yuen; Kai W. Ng πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 147 KB πŸ‘ 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

Upper bounds for ruin probabilities in t
✍ Dingjun Yao; Rongming Wang πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 104 KB

## Abstract In this article, we consider two discrete‐time risk models, in which dependent structures of the payments and the interest force are considered. Two autoregressive moving‐average (ARMA) models are introduced to model the premiums and rates of interest, and the claims are assumed to be i