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Communications in Statistics - Theory and Methods Volume 41, 2012 - Issue 10
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Original Articles

Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure

Xiaodong Bai School of Mathematical Sciences, Dalian University of Technology, Dalian, P.R. China; Department of Mathematics, BaoTou Normal College, BaoTou, P.R. China
&
Lixin Song School of Mathematical Sciences, Dalian University of Technology, Dalian, P.R. ChinaCorrespondence[email protected]
Pages 1721-1732 | Received 16 Oct 2010, Accepted 15 Dec 2010, Published online: 13 Apr 2012

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Yang Liu, Zhenlong Chen & Ke-Ang Fu. (2022) Asymptotics for the random time ruin probability with non stationary arrivals and Brownian perturbation. Communications in Statistics - Theory and Methods 0:0, pages 1-13.
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Jikun Chen, Hui Xu & Fengyang Cheng. (2019) The product distribution of dependent random variables with applications to a discrete-time risk model. Communications in Statistics - Theory and Methods 48:13, pages 3325-3340.
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Ke-Ang Fu & Jie Li. (2017) Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model. Communications in Statistics - Theory and Methods 46:5, pages 2559-2570.
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Yang Yang, Remigijus Leipus & Jonas Šiaulys. (2016) Asymptotics for randomly weighted and stopped dependent sums. Stochastics 88:2, pages 300-319.
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Haizhong Yang, Wei Gao & Jinzhu Li. (2016) Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks. Scandinavian Actuarial Journal 2016:1, pages 1-17.
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Xiaodong Bai, Lixin Song & Yuebao Wang. (2015) Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate. Communications in Statistics - Theory and Methods 44:14, pages 2976-2983.
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