Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5076382 | Insurance: Mathematics and Economics | 2015 | 9 Pages |
Abstract
This paper studies a bidimensional renewal risk model with constant force of interest and subexponentially distributed claim size vector. Some uniform asymptotic estimates for finite-time ruin probabilities are established when the claim size vector and its inter-arrival time are subject to certain general dependence structure.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tao Jiang, Yuebao Wang, Yang Chen, Hui Xu,