Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times
نویسندگان
چکیده
This paper establishes some asymptotic formulas for the infinite-time ruin probabilities of two kinds of dependent risk models. One risk model considers the claim sizes as a modulated process, and the other deals with negatively upper orthant dependent claim sizes. In the two models, the inter-arrival times are both assumed to be negatively lower orthant dependent.
منابع مشابه
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عنوان ژورنال:
- J. Systems Science & Complexity
دوره 24 شماره
صفحات -
تاریخ انتشار 2011