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Article: Asymptotics for a discrete-time risk model with Gamma-like insurance risks

TitleAsymptotics for a discrete-time risk model with Gamma-like insurance risks
Authors
Yang, YYuen, KC
KeywordsAsymptotics
Finite-time and infinite-time ruin probabilities
Gamma-like tail
Insurance and financial risks
Sarmanov distribution
Stochastic discounted value of aggregate net losses
Issue Date2016
PublisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp
Citation
Scandinavian Actuarial Journal, 2016, v. 2016 n. 6, p. 565-579 How to Cite?
DOI: http://dx.doi.org/10.1080/03461238.2015.1004802
Persistent Identifierhttp://hdl.handle.net/10722/214580
ISSN
0346-1238
2023 Impact Factor: 1.6
2023 SCImago Journal Rankings: 0.967
ISI Accession Number ID
WOS:000385868900005

 

DC FieldValueLanguage
dc.contributor.authorYang, Y-
dc.contributor.authorYuen, KC-
dc.date.accessioned2015-08-21T11:38:56Z-
dc.date.available2015-08-21T11:38:56Z-
dc.date.issued2016-
dc.identifier.citationScandinavian Actuarial Journal, 2016, v. 2016 n. 6, p. 565-579-
dc.identifier.issn0346-1238-
dc.identifier.urihttp://hdl.handle.net/10722/214580-
dc.languageeng-
dc.publisherTaylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp-
dc.relation.ispartofScandinavian Actuarial Journal-
dc.rightsThis is an Accepted Manuscript of an article published by Taylor & Francis in Scandinavian Actuarial Journal on 05 Feb 2015, available online: http://www.tandfonline.com/doi/full/10.1080/03461238.2015.1004802-
dc.subjectAsymptotics-
dc.subjectFinite-time and infinite-time ruin probabilities-
dc.subjectGamma-like tail-
dc.subjectInsurance and financial risks-
dc.subjectSarmanov distribution-
dc.subjectStochastic discounted value of aggregate net losses-
dc.titleAsymptotics for a discrete-time risk model with Gamma-like insurance risks-
dc.typeArticle-
dc.identifier.emailYang, Y: yyang79@HKUCC-COM.hku.hk-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.description.naturepostprint-
dc.identifier.doi10.1080/03461238.2015.1004802-
dc.identifier.scopuseid_2-s2.0-84922963070-
dc.identifier.hkuros249989-
dc.identifier.volume2016-
dc.identifier.issue6-
dc.identifier.spage565-
dc.identifier.epage579-
dc.identifier.isiWOS:000385868900005-
dc.publisher.placeSweden-
dc.identifier.issnl0346-1238-

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