Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim

المؤلفون المشاركون

Wang, Xinzhi
Su, Xiaonan
Zhang, Aili
Yang, Yang

المصدر

Complexity

العدد

المجلد 2019، العدد 2019 (31 ديسمبر/كانون الأول 2019)، ص ص. 1-6، 6ص.

الناشر

Hindawi Publishing Corporation

تاريخ النشر

2019-10-20

دولة النشر

مصر

عدد الصفحات

6

التخصصات الرئيسية

الفلسفة

الملخص EN

This paper considers a by-claim risk model under the asymptotical independence or asymptotical dependence structure between each main claim and its by-claim.

In the presence of heavy-tailed main claims and by-claims, we derive some asymptotic behavior for ruin probabilities.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Yang, Yang& Wang, Xinzhi& Su, Xiaonan& Zhang, Aili. 2019. Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim. Complexity،Vol. 2019, no. 2019, pp.1-6.
https://search.emarefa.net/detail/BIM-1131831

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Yang, Yang…[et al.]. Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim. Complexity No. 2019 (2019), pp.1-6.
https://search.emarefa.net/detail/BIM-1131831

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Yang, Yang& Wang, Xinzhi& Su, Xiaonan& Zhang, Aili. Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim. Complexity. 2019. Vol. 2019, no. 2019, pp.1-6.
https://search.emarefa.net/detail/BIM-1131831

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references

رقم السجل

BIM-1131831