Asymptotic estimates for ruin probabilities in a bidimensional delay-claim risk model with subexponential claims

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-08-14 DOI:10.1080/03610926.2024.2386411

Yuchen Sun, Meng Yuan, Dawei Lu

引用次数: 0

Abstract

This article studies the asymptotic behaviors for some common ruin probabilities of a bidimensional delay-claim risk model, in which each claim follows a subexponential distribution and each claim-...

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.