Open AccessUniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums
Author(s) -
Yinghua Dong,
Yuebao Wang
Publication year - 2011
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2011.7.849
Subject(s) - ruin theory , mathematics , independent and identically distributed random variables , risk premium , aggregate (composite) , risk process , econometrics , risk model , class (philosophy) , random variable , mathematical economics , statistics , computer science , materials science , composite material , artificial intelligence
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