Uniform Asymptotics for Finite-time Ruin Probability in a Dependent Risk Model with General Stochastic Investment Return Process

Yang YANG, Kam Chuen YUEN, Jun-feng LIU

Acta Mathematicae Applicatae Sinica(English Series) ›› 2021, Vol. 37 ›› Issue (4) : 847-857.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematicae Applicatae Sinica(English Series) ›› 2021, Vol. 37 ›› Issue (4) : 847-857. DOI: 10.1007/s10255-021-1050-8
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Uniform Asymptotics for Finite-time Ruin Probability in a Dependent Risk Model with General Stochastic Investment Return Process

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2021, 37(4): 847-857 https://doi.org/10.1007/s10255-021-1050-8

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