Asymptotic Behavior of Ruin Probabilities in an Insurance Risk Model with Quasi-Asymptotically Independent or Bivariate Regularly Varying-Tailed Main Claim and By-Claim

Yang Yang, Xinzhi Wang, Xiaonan Su and Aili Zhang

Complexity, 2019, vol. 2019, 1-6

Abstract:

This paper considers a by-claim risk model under the asymptotical independence or asymptotical dependence structure between each main claim and its by-claim. In the presence of heavy-tailed main claims and by-claims, we derive some asymptotic behavior for ruin probabilities.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:4582404

DOI: 10.1155/2019/4582404

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