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Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims

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  • Yiqiao Jia
  • Zhangting Chen
  • Dongya Cheng

Abstract

This article considers a non-standard bidimensional risk model with constant force of interest, in which every main claim may cause a random number of delayed claims in an uncertain period of time. Specifically, if both the main claims and delayed claims are subexponential and follow some dependence structure, we drive precise asymptotic formulae for finite-time ruin probabilities, which generalize the results of Lu and Yuan (2022) and Li (2023b) to some extent.

Suggested Citation

  • Yiqiao Jia & Zhangting Chen & Dongya Cheng, 2025. "Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 54(10), pages 2990-3007, May.
    • Handle: RePEc:taf:lstaxx:v:54:y:2025:i:10:p:2990-3007
    DOI: 10.1080/03610926.2024.2379040
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