Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim
This paper considers a by-claim risk model under the asymptotical independence or asymptotical dependence structure between each main claim and its by-claim. In the presence of heavy-tailed main claims and by-claims, we derive some asymptotic behavior for ruin probabilities.
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2019-01-01
|
| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2019/4582404 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|