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

By Haizhong Yang, Jinzhu Li. 2014

55 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/a043792c4ed3f3d17f0b5dc2e16b23852ccdfefc

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. Dimitrios G. Konstantinides
3. Jiajun Liu
4. Zhimin Zhang
5. Kaiyong Wang
6. Jinzhu Li
7. Qihe Tang

In Finance

1. Dimitrios G. Konstantinides
2. Kaiyong Wang
3. Jinzhu Li
4. Qihe Tang
5. Dingcheng Wang

In Management Science and Operations Research

1. Yang Yang
2. Dimitrios G. Konstantinides
3. Jiajun Liu
4. Zhimin Zhang
5. Kaiyong Wang
6. Jinzhu Li
7. Qihe Tang
8. Dingcheng Wang

Citations in the corpus

• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (2019, background): “Later, [22], [14] and [25] studied a dependent (delayed) renewal risk model with nonnegative constant interest force, in which the claim vectors (X (1) i , X (2) i ) , i ∈ N, are i.”
• Asymptotic ruin probabilities for a bidimensional renewal risk model (2017, unknown): “2) of Yang and Li [18] with θ = 0 (the case of independent claim sizes).”
• Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (2016, background): “, N1(t) ≡ · · · ≡ Nd(t) ≡ N(t), then we can immediately obtain more elegant and transparent forms for (12) and (13) by applying (7).”