具有次指数索赔的二维延迟索赔风险模型中毁坏概率的渐近估计值

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

摘要

本文研究了二维延迟-索赔风险模型中一些常见毁损概率的渐近行为，在该模型中，每项索赔都遵循亚指数分布，且每项索赔-...

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

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.