{"title":"二维离散时间风险模型中毁坏概率的渐近性，该模型具有依赖性和持续变化的尾部净损失","authors":"Hongxia Wang, Qi Su, Yang Yang","doi":"10.1080/17442508.2024.2315272","DOIUrl":null,"url":null,"abstract":"Consider an insurer who operates two lines of businesses and hence receives two types of insurance net losses. In the bidimensional discrete-time risk model with a constant interest rate, the net l...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"286 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses\",\"authors\":\"Hongxia Wang, Qi Su, Yang Yang\",\"doi\":\"10.1080/17442508.2024.2315272\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Consider an insurer who operates two lines of businesses and hence receives two types of insurance net losses. In the bidimensional discrete-time risk model with a constant interest rate, the net l...\",\"PeriodicalId\":501524,\"journal\":{\"name\":\"Stochastics\",\"volume\":\"286 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-03-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2024.2315272\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2024.2315272","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses
Consider an insurer who operates two lines of businesses and hence receives two types of insurance net losses. In the bidimensional discrete-time risk model with a constant interest rate, the net l...
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