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

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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+Q4726487
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+Normal rank
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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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+Q4343010
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+Normal rank
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+Ruin probabilities in the presence of heavy-tails and interest rates
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+A Note on Cumulative Sums
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+Ruin estimates under interest force
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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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+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
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+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
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+Approximation of the tail probability of randomly weighted sums and applications
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