Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims

被引：0

作者：

Jia, Yiqiao ^{[1
]}

Chen, Zhangting ^{[1
]}

Cheng, Dongya ^{[1
]}

机构：

[1] Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2025年 / 54卷 / 10期

关键词：

Ruin probability; subexponential distribution; random number of delayed claim; RANDOM-VARIABLES; SUMS;

D O I：

10.1080/03610926.2024.2379040

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article considers a non-standard bidimensional risk model with constant force of interest, in which every main claim may cause a random number of delayed claims in an uncertain period of time. Specifically, if both the main claims and delayed claims are subexponential and follow some dependence structure, we drive precise asymptotic formulae for finite-time ruin probabilities, which generalize the results of Lu and Yuan (2022) and Li (2023b) to some extent.

引用

页码：2990 / 3007

页数：18

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