Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (Q844862): Difference between revisions

Latest revision as of 10:13, 2 July 2024

scientific article

Language	Label	Description	Also known as
English	Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims	scientific article

Statements

instance of

scholarly article

0 references

title

Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims (English)

0 references

0 references

0 references

Statistics \& Probability Letters

0 references

publication date

5 February 2010

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.spl.2009.09.023

0 references

cites work

Q3924997

0 references

Q4726487

0 references

Some concepts of negative dependence

0 references

The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims

0 references

Q4743586

0 references

Negative association of random variables, with applications

0 references

Ruin under interest force and subexponential claims: a simple treatment.

0 references

Ruin probabilities in the presence of heavy-tails and interest rates

0 references

Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.

0 references

Some Concepts of Dependence

0 references

The finite-time ruin probability of the compound Poisson model with constant interest force

0 references

Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

0 references

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

0 references

Randomly weighted sums of subexponential random variables with application to ruin theory

0 references

Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate

0 references

Q3516643

0 references

Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails

0 references

Q3404591

0 references

Identifiers

zbMATH Open document ID

1180.62154

0 references

DOI

10.1016/j.spl.2009.09.023

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:844862

@@ Property / author @@
-Yue-bao Wang
@@ Property / author: Yue-bao Wang / rank @@
-Normal rank
@@ Property / author @@
+Yue-bao Wang
@@ Property / author: Yue-bao Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2009.09.023
+Normal rank
@@ Property / OpenAlex ID @@
+W2094114248
@@ Property / OpenAlex ID: W2094114248 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3924997
@@ Property / cites work: Q3924997 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Some concepts of negative dependence
@@ Property / cites work: Some concepts of negative dependence / rank @@
+Normal rank
@@ Property / cites work @@
+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
+Normal rank
@@ Property / cites work @@
+Q4743586
@@ Property / cites work: Q4743586 / rank @@
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+Ruin under interest force and subexponential claims: a simple treatment.
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the presence of heavy-tails and interest rates
+Normal rank
@@ Property / cites work @@
+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+The finite-time ruin probability of the compound Poisson model with constant interest force
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
+Normal rank
@@ Property / cites work @@
+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Q3516643
@@ Property / cites work: Q3516643 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of negatively associated random variables with common dominatedly varying tails
+Normal rank
@@ Property / cites work @@
+Q3404591
@@ Property / cites work: Q3404591 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:844862