Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
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DOI：
10.1080/07362994.2013.741386
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发表时间：
2013-01
影响因子：
1.3
通讯作者：
Yang Chen;Yuebao Wang;Kaiyong Wang
中科院分区：
文献类型：
--
作者：
Yang Chen;Yuebao Wang;Kaiyong Wang
本文给出了一类二维更新风险模型的有限时间破产概率的渐近公式。在模型中，两个索赔额的分布均属于长尾分布类和支配变分布类的交集，索赔到达时间是扩展的负相关结构.假设两个类别的索赔到达由共同的更新计数过程控制。渐近公式对t ∈ [f（x），∞）一致成立，其中f（x）是无限增函数.
In this article, some asymptotic formulas of the finite-time ruin probability for a two-dimensional renewal risk model are obtained. In the model, the distributions of two claim amounts belong to the intersection of the long-tailed distributions class and the dominated varying distributions class and the claim arrival-times are extended negatively dependence structures. Assumption that the claim arrivals of two classes are governed by a common renewal counting process. The asymptotic formulas hold uniformly for t ∈ [f(x), ∞), where f(x) is an infinitely increasing function.