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Uniform Asymptotics for Finite-time Ruin Probability in a Dependent Risk Model with General Stochastic Investment Return Process |
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| Authors: | Yang Yang Yuen Kam Chuen Liu Jun-feng |
| Affiliation: | 1.School of Statistics and Data Science, Nanjing Audit University, Nanjing, 211815, China ;2.Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong, China ; |
| Abstract: | Acta Mathematicae Applicatae Sinica, English Series - In this paper, we consider a non-standard renewal risk model with dependent claim sizes, where an insurance company is allowed to invest... |
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