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Uniform Asymptotics for a Delay-Claims Risk Model with Constant Force of Interest and By-Claims Arriving according to a Counting Process
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-15, 15 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-02-07
Country of Publication
Egypt
No. of Pages
15
Main Subjects
Abstract EN
The insurance risk model involving main claims and by-claims has been traditionally studied under the assumption that every main claim may be accompanied with a by-claim occurring after a period of delay, but in reality each main claim can cause many by-claims arriving according to a counting process.
To this end, we construct a new insurance risk model that is also perturbed by diffusion with constant force of interest.
In the presence of heavy tails and dependence structures among modelling components, we obtain some asymptotic results for the finite-time ruin probability and the tail probability of discounted aggregate claims, where the results hold uniformly for all times in a finite or infinite interval.
American Psychological Association (APA)
Gao, Qingwu& Liu, Xijun. 2019. Uniform Asymptotics for a Delay-Claims Risk Model with Constant Force of Interest and By-Claims Arriving according to a Counting Process. Mathematical Problems in Engineering،Vol. 2019, no. 2019, pp.1-15.
https://search.emarefa.net/detail/BIM-1196528
Modern Language Association (MLA)
Gao, Qingwu& Liu, Xijun. Uniform Asymptotics for a Delay-Claims Risk Model with Constant Force of Interest and By-Claims Arriving according to a Counting Process. Mathematical Problems in Engineering No. 2019 (2019), pp.1-15.
https://search.emarefa.net/detail/BIM-1196528
American Medical Association (AMA)
Gao, Qingwu& Liu, Xijun. Uniform Asymptotics for a Delay-Claims Risk Model with Constant Force of Interest and By-Claims Arriving according to a Counting Process. Mathematical Problems in Engineering. 2019. Vol. 2019, no. 2019, pp.1-15.
https://search.emarefa.net/detail/BIM-1196528
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1196528