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• W2523379710 abstract "This paper is devoted to asymptotic analysis for a multi-dimensional risk model with a general dependence structure and stochastic return driven by a geometric Lévy process. We take into account both the dependence among the claim sizes from different lines of businesses and that between the claim sizes and their common claim-number process. Under certain mild technical conditions, we obtain for two types of ruin probabilities precise asymptotic expansions which hold uniformly for the whole time horizon." @default.
• W2523379710 created "2016-09-30" @default.
• W2523379710 creator A5041283996 @default.
• W2523379710 date "2016-11-01" @default.
• W2523379710 modified "2023-10-02" @default.
• W2523379710 title "Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return" @default.
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• W2523379710 doi "https://doi.org/10.1016/j.insmatheco.2016.09.003" @default.
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