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具有依赖性保险和金融风险的比例再保险风险模型中毁灭概率的渐近线

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
Communications in Statistics - Theory and Methods Pub Date : 2024-02-29 DOI:10.1080/03610926.2024.2318606
Ming Cheng, Dingcheng Wang
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引用次数: 0

摘要

本文研究的是按正比例分配赔款的两家保险公司（模拟保险公司和再保险公司）的共同毁灭问题。索赔的到达时间是...
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks
This article studies the joint ruin problem for two insurance companies that divide claims in positive proportions (modeling an insurance and re-insurance company). The arrival times of claims are ...
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来源期刊
Communications in Statistics - Theory and Methods
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.
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