Article ID Journal Published Year Pages File Type
1151607 Statistics & Probability Letters 2016 10 Pages PDF
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
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