Asymptotic ruin probabilities for a bidimensional renewal risk model

By Haizhong Yang, Jinzhu Li. 2017

55 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/211a44a3e17c6527354a9f71a374fcf8a8fda70c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Yang Yang
2. Jiajun Liu
3. Zhimin Zhang
4. Kaiyong Wang

In Economics and Econometrics

1. Yang Yang
2. Jiajun Liu
3. Zhimin Zhang
4. Kaiyong Wang

In Management Science and Operations Research

1. Yang Yang
2. Jiajun Liu
3. Zhimin Zhang
4. Kaiyong Wang

Citations in the corpus

• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (2019, background): “Following the work of [23] and [24], this paper aims to investigate a bidimensional dependent risk model with stochastic return in which the two sequences of claims X (1) i , i ∈ N, and X (2) i , i ∈ N, follow some certain dependence structure, respectively; the price processes of the investment por”