Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985): Difference between revisions

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+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
+Normal rank
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+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
+Normal rank
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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+Ruin under interest force and subexponential claims: a simple treatment.
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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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+The finite-time ruin probability of the compound Poisson model with constant interest force
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+Some Concepts of Dependence
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+Normal rank
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+Some concepts of negative dependence
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+Normal rank
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+The structure and precise moderate deviations of random variables with dominatedly varying tails
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+Q4726487
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+Normal rank
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Subexponentiality of the product of independent random variables
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