{"title":"Asymptotics for the ruin probability in a proportional reinsurance risk model with dependent insurance and financial risks","authors":"Ming Cheng, Dingcheng Wang","doi":"10.1080/03610926.2024.2318606","DOIUrl":null,"url":null,"abstract":"This article studies the joint ruin problem for two insurance companies that divide claims in positive proportions (modeling an insurance and re-insurance company). The arrival times of claims are ...","PeriodicalId":10531,"journal":{"name":"Communications in Statistics - Theory and Methods","volume":"15 1","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2024-02-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Statistics - Theory and Methods","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/03610926.2024.2318606","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
This article studies the joint ruin problem for two insurance companies that divide claims in positive proportions (modeling an insurance and re-insurance company). The arrival times of claims are ...
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The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.
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