Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim
Joint Authors
Wang, Xinzhi
Su, Xiaonan
Zhang, Aili
Yang, Yang
Source
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-10-20
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract 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.
American Psychological Association (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
Modern Language Association (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
American Medical Association (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
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1131831
