Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

By Yiqing Chen, Kam Chuen Yuen, Kai Wang Ng. 2011

75 citations recorded by the source corpus.

Subfields: Demography, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/cce91b4eae1789c028569740efb7ea429e524245

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 Management Science and Operations Research

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

In Mathematical Physics

1. Kaiyong Wang

Citations in the corpus

• Asymptotics for a bidimensional risk model with two geometric Lévy price processes (2019, background): “[5] considered an independent renewal model with no interest force and consistently varying tailed claims.”