On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837): Difference between revisions

@@ Property / author @@
-Yang Yang
@@ Property / author: Yang Yang / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2012.02.030
+Normal rank
@@ Property / OpenAlex ID @@
+W2037069249
@@ Property / OpenAlex ID: W2037069249 / 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 @@
+On the ruin probabilities in a general economic environment
+Normal rank
@@ Property / cites work @@
+Finite and infinite time ruin probabilities in a stochastic economic environment.
+Normal rank
@@ Property / cites work @@
+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank
@@ Property / cites work @@
+Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
+Normal rank
@@ Property / cites work @@
+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
+Normal rank
@@ Property / cites work @@
+Uniform estimate on finite time ruin probabilities with random interest rate
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Finite time ruin probability with heavy-tailed insurance and financial risks
+Normal rank
@@ Property / cites work @@
+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
+Normal rank
@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums and applications
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
+Normal rank
@@ Property / cites work @@
+Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
+Normal rank
@@ Property / cites work @@
+Approximation for the ruin probabilities in a discrete time risk model with dependent risks
+Normal rank
@@ Property / cites work @@
+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
+Normal rank
@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic tail probabilities of sums of dependent subexponential random variables
+Normal rank
@@ Property / cites work @@
+Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank