Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060): Difference between revisions

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-Rong Wu
@@ Property / author: Rong Wu / rank @@
-Normal rank
@@ Property / author @@
+Rong Wu
@@ Property / author: Rong Wu / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-011-0064-z
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@@ Property / OpenAlex ID @@
+W2398401503
@@ Property / OpenAlex ID: W2398401503 / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the presence of heavy-tails and interest rates
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@@ Property / cites work @@
+A Note on Cumulative Sums
@@ Property / cites work: A Note on Cumulative Sums / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
+Normal rank
@@ Property / cites work @@
+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums and applications
+Normal rank