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

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

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scholarly article

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title

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

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Statistics \& Probability Letters

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publication date

5 February 2010

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MaRDI profile type

MaRDI publication profile

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full work available at URL

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

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cites work

Q3924997

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Q4726487

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Some concepts of negative dependence

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

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Q4743586

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Negative association of random variables, with applications

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

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

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

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Some Concepts of Dependence

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

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

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

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

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

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Q3516643

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

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Q3404591

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Identifiers

zbMATH Open document ID

1180.62154

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DOI

10.1016/j.spl.2009.09.023

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:844862

@@ 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