English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Consider a multidimensional discrete-time risk model in terms of some dependence structure. For the case of multivariate regularly varying claims, we study the asymptotic behavior of the ruin probabilities determined by some ruin sets. The estimates hold uniformly for all time horizons. Then we focus on a ruin set that allows partial capital transfers. As an application, the optimal allocation of the initial reserve is obtained. Some numerical simulations are presented to illustrate the results.

Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims