7 citations · 13 across the 12 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
math.PR2017
The uniform local asymptotics of the total net loss process in a new time-dependent bidimensional renewal model
Tao Jiang, Yuebao Wang, Hui Xu
In this paper, we consider a bidimensional renewal risk model with constant force of interest, in which the claim size vector with certain local subexponential marginal distributio…
math.PR2017
The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims
Hui Xu, Fengyang Cheng
This paper obtains an asymptotic formula for the finite-time ruin probability of the compound nonhomogeneous Poisson risk model with a constant interest force, in which the claims…