The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails (Q645446): Difference between revisions

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+https://doi.org/10.1016/j.spl.2011.07.021
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+W2061626511
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+Q4726487
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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+Weighted sums of subexponential random variables and their maxima
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+Q4343010
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+A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
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+Subexponential distributions and integrated tails
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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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+A Note on Cumulative Sums
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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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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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+On the first time of ruin in the bivariate compound Poisson model
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+Publication:645446