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!
|
| _version_ | 1832562843473412096 |
|---|---|
| author | Yang Yang Xinzhi Wang Xiaonan Su Aili Zhang |
| author_facet | Yang Yang Xinzhi Wang Xiaonan Su Aili Zhang |
| author_sort | Yang Yang |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-d4689dbe0bb2473e854a1d355867d81d |
| institution | Kabale University |
| issn | 1076-2787 1099-0526 |
| language | English |
| publishDate | 2019-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-d4689dbe0bb2473e854a1d355867d81d2025-02-03T01:21:39ZengWileyComplexity1076-27871099-05262019-01-01201910.1155/2019/45824044582404Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-ClaimYang Yang0Xinzhi Wang1Xiaonan Su2Aili Zhang3Department of Statistics, Nanjing Audit University, Nanjing 211815, ChinaDepartment of Statistics, Nanjing Audit University, Nanjing 211815, ChinaDepartment of Statistics, Nanjing Audit University, Nanjing 211815, ChinaDepartment of Statistics, Nanjing Audit University, Nanjing 211815, ChinaThis 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.http://dx.doi.org/10.1155/2019/4582404 |
| spellingShingle | Yang Yang Xinzhi Wang Xiaonan Su Aili Zhang Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim Complexity |
| title | Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim |
| title_full | Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim |
| title_fullStr | Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim |
| title_full_unstemmed | Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim |
| title_short | Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim |
| title_sort | asymptotic behavior of ruin probabilities in an insurance risk model with quasi asymptotically independent or bivariate regularly varying tailed main claim and by claim |
| url | http://dx.doi.org/10.1155/2019/4582404 |
| work_keys_str_mv | AT yangyang asymptoticbehaviorofruinprobabilitiesinaninsuranceriskmodelwithquasiasymptoticallyindependentorbivariateregularlyvaryingtailedmainclaimandbyclaim AT xinzhiwang asymptoticbehaviorofruinprobabilitiesinaninsuranceriskmodelwithquasiasymptoticallyindependentorbivariateregularlyvaryingtailedmainclaimandbyclaim AT xiaonansu asymptoticbehaviorofruinprobabilitiesinaninsuranceriskmodelwithquasiasymptoticallyindependentorbivariateregularlyvaryingtailedmainclaimandbyclaim AT ailizhang asymptoticbehaviorofruinprobabilitiesinaninsuranceriskmodelwithquasiasymptoticallyindependentorbivariateregularlyvaryingtailedmainclaimandbyclaim |