✦ LIBER ✦

Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models

✍ Scribed by Chen, Yang; Wang, Le; Wang, Yuebao

Book ID: 122355155
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 281 KB
Volume: 401
Category: Article
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2012.11.046

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Uniform asymptotics of the finite-time r

Uniform asymptotics of the finite-time ruin probability for all times

✍ Yuebao Wang; Zhaolei Cui; Kaiyong Wang; Xiuli Ma 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 225 KB

Asymptotics for ruin probabilities of tw

Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times

✍ Yang Yang; Yuebao Wang; Xijun Liu 📂 Article 📅 2011 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 166 KB

Asymptotic behaviour of the finite-time

Asymptotic behaviour of the finite-time ruin probability in renewal risk models

✍ Remigijus Leipus; Jonas Šiaulys 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB 👁 2 views

## Abstract In this paper we study the tail behaviour of the probability of ruin within finite time __t__, as initial risk reserve __x__ tends to infinity, for the renewal risk model with strongly subexponential claim sizes. The asymptotic formula holds uniformly for __t__∈[__f__(__x__), ∞), where

Uniform Asymptotics for the Finite-Time

Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

✍ Kaiyong Wang, Yuebao Wang, Qingwu Gao 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 345 KB

Asymptotics and uniform asymptotics for

Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model

✍ Yang Yang; Kaiyong Wang; Jie Liu 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 250 KB

Finite-time ruin probability of a nonsta

Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest

✍ Gaofeng Zong 📂 Article 📅 2010 🏛 Higher Education Press and Springer 🌐 English ⚖ 138 KB