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• W2890926092 abstract "Consider a continuous-time bidimensional risk model with constant force of interest in which the claim sizes from the same business are heavy-tailed and upper tail asymptotically independent. We investigate two cases: one is that the two claim-number processes are arbitrarily dependent, and the other is that the two corresponding claim inter-arrival times from different lines are positively quadrant dependent. Some uniformly asymptotic formulas for finite-time ruin probability are established." @default.
• W2890926092 created "2018-09-27" @default.
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• W2890926092 date "2019-01-01" @default.
• W2890926092 modified "2023-09-24" @default.
• W2890926092 title "Uniform asymptotics for finite-time ruin probability of a bidimensional risk model" @default.
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• W2890926092 doi "https://doi.org/10.1016/j.jmaa.2018.09.025" @default.
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