Concepedia

Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims

Haizhong Yang, Jinzhu Li

Insurance Mathematics and Economics · 2014 · 46 citations · 11 references

DOI

Concepts

References

11

Some Concepts of Dependence

E. L. Lehmann · The Annals of Mathematical Statistics · 1966 · 1.5K citations · Full text

, , +11

A Note on Cumulative Sums

Charles Stein · The Annals of Mathematical Statistics · 1946 · 101 citations · Full text

, , +4

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

Yang Chen, Le Wang, Yuebao Wang · Journal of Mathematical Analysis and Applications · 2012 · 87 citations

, , +10

A uniform asymptotic estimate for discounted aggregate claims with subexponential tails

Xuemiao Hao, Qihe Tang · Insurance Mathematics and Economics · 2008 · 84 citations

, , +7

On the ruin probabilities of a bidimensional perturbed risk model

Junhai Li, Zaiming Liu, Qihe Tang · Insurance Mathematics and Economics · 2006 · 76 citations

, , +7