The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473): Difference between revisions

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+Convolution tails, product tails and domains of attraction
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+Subexponentiality of the product of independent random variables
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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+Regular variation in the tail behaviour of solutions of random difference equations
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+The product of two dependent random variables with regularly varying or rapidly varying 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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+On the ruin probabilities in a general economic environment
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+Finite and infinite time ruin probabilities in a stochastic economic environment.
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+ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS
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+The subexponentiality of products revisited
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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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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+The impact on ruin probabilities of the association structure among financial risks
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+The class of subexponential distributions
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+Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
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+Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
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+Approximation of the tail probability of randomly weighted sums and applications
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+Estimates for the finite-time ruin probability with insurance and financial risks
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