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- Publisher Website: 10.1016/j.jmaa.2016.04.068
- Scopus: eid_2-s2.0-84969504806
- WOS: WOS:000377322700012
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Article: Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
Title | Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims |
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Authors | |
Keywords | Asymptotics Bivariate Sarmanov dependence Extended regular variation Finite-time and infinite-time ruin probabilities Subexponentiality Two-dimensional delayed renewal risk model |
Issue Date | 2016 |
Citation | Journal of Mathematical Analysis and their Application, 2016, v. 442, p. 600-626 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/227437 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Yang, Y | - |
dc.contributor.author | Yuen, KC | - |
dc.date.accessioned | 2016-07-18T09:10:30Z | - |
dc.date.available | 2016-07-18T09:10:30Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Journal of Mathematical Analysis and their Application, 2016, v. 442, p. 600-626 | - |
dc.identifier.uri | http://hdl.handle.net/10722/227437 | - |
dc.language | eng | - |
dc.relation.ispartof | Journal of Mathematical Analysis and their Application | - |
dc.subject | Asymptotics | - |
dc.subject | Bivariate Sarmanov dependence | - |
dc.subject | Extended regular variation | - |
dc.subject | Finite-time and infinite-time ruin probabilities | - |
dc.subject | Subexponentiality | - |
dc.subject | Two-dimensional delayed renewal risk model | - |
dc.title | Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims | - |
dc.type | Article | - |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | - |
dc.identifier.authority | Yuen, KC=rp00836 | - |
dc.identifier.doi | 10.1016/j.jmaa.2016.04.068 | - |
dc.identifier.scopus | eid_2-s2.0-84969504806 | - |
dc.identifier.hkuros | 258854 | - |
dc.identifier.volume | 442 | - |
dc.identifier.spage | 600 | - |
dc.identifier.epage | 626 | - |
dc.identifier.isi | WOS:000377322700012 | - |