Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151607 | Statistics & Probability Letters | 2016 | 10 Pages |
Abstract
In this paper, a two-dimensional renewal risk model of insurance business with some strongly subexponential claim sizes is considered. Three types of the finite-time ruin probabilities under this model are discussed. We obtain the asymptotic upper and lower bounds for one type, and the asymptotic formulas for the others, which hold uniformly in a corresponding region, respectively.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dawei Lu, Bin Zhang,