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Autors principals: Jasnovidov, Grigori, Shemendyuk, Aleksandr
Format: Preprint
Publicat: 2021
Matèries:
Accés en línia:https://arxiv.org/abs/2103.03213
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author Jasnovidov, Grigori
Shemendyuk, Aleksandr
author_facet Jasnovidov, Grigori
Shemendyuk, Aleksandr
contents In this contribution we study asymptotics of the simultaneous Parisian ruin probability of a two-dimensional fractional Brownian motion risk process. This risk process models the surplus processes of an insurance and a reinsurance companies, where the net loss is distributed between them in given proportions. We also propose an approach for simulation of Pickands and Piterbarg constants appearing in the asymptotics of the ruin probability.
format Preprint
id arxiv_https___arxiv_org_abs_2103_03213
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Parisian Ruin for Insurer and Reinsurer under Quota-Share Treaty
Jasnovidov, Grigori
Shemendyuk, Aleksandr
Probability
Primary 60G15, secondary 60G70
In this contribution we study asymptotics of the simultaneous Parisian ruin probability of a two-dimensional fractional Brownian motion risk process. This risk process models the surplus processes of an insurance and a reinsurance companies, where the net loss is distributed between them in given proportions. We also propose an approach for simulation of Pickands and Piterbarg constants appearing in the asymptotics of the ruin probability.
title Parisian Ruin for Insurer and Reinsurer under Quota-Share Treaty
topic Probability
Primary 60G15, secondary 60G70
url https://arxiv.org/abs/2103.03213