Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
By Yang Chen, Le Wang, Yuebao Wang. 2013
97 citations recorded by the source corpus.
Subfields: Demography, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/a9d4e314d8be6af17509fa6998b3821fd3e57c2d
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In Demography
In Finance
In Management Science and Operations Research
Citations in the corpus
- On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (2014, background): “Chen et al. (2013) considered uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional renewal risk models with constant interest forces and diffusion generated by Brownian motions.”
- Exponential probability inequalities for WNOD random variables and their applications (2016, background): “[4], Shen [19], Qiu and Chen [12], Qiu and Hu [14], Wang et al.”
- Bernstein-Type Inequality for Widely Dependent Sequence and Its Application to Nonparametric Regression Models (2013, unknown): “[20], and so forth.”
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes (2019, background): “Moreover, [4] considered some nonstandard bidimensional risk models in which the two claim-number processes are totally independent.”
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (2016, unknown): “lim x→∞ F (xy) F (x) = y−α, y > 0, (2)”