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Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims

Japan journal of industrial and applied mathematics, 2021
Feng-Yang Cheng   +2 more
semanticscholar   +1 more source

The Ruines of Time and the Rhetoric of Contestation

2011
In the spring of 1591, as Spenser’s Complaints had just appeared in print, John Florio was coping with his own state of frustrated ambition. A linguist of considerable ability and identified primarily by this status as a learned man, Florio, like Spenser, seems to have regarded his literary career as only part of a larger context of aristocratic and ...
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The probability of ruin in finite time

Lithuanian Mathematical Journal, 1999
The paper deals with the Sparre Andersen model in the collective risk theory. Denote by \(\tau\) the ruin moment; \(\Psi(x,n)= P(\tau(x)\leq n)\) and \(\Psi(x)= P(\tau(x)\leq \infty)\) are, respectively, the probability of ruin before the \(n\)th payoff and in infinite time.
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Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims

Japan journal of industrial and applied mathematics, 2020
Dong-Ya Cheng, Yang Yang, Xinzhi Wang
semanticscholar   +1 more source

The ruin time under the Sparre-Andersen dual model

, 2014
Chen Yang, Kristina P. Sendova
semanticscholar   +1 more source

Numerical methods for the time of ruin

2013
In this paper we study the distribution of the time to ruin in the classical risk model. We employ the Gram-Charlier and Edgeworth series to approximate this distribution. We prove, by using numerical calculation methods, that the Edgeworth approximation gives better results. We also examine asymptotic behaviour of the moments of the time to ruin.
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