Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000): Difference between revisions

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+https://doi.org/10.1080/03610926.2010.549992
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+W2119584480
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Extremes on the discounted aggregate claims in a time dependent risk model
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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+Q4343010
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
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+Random time ruin probability for the renewal risk model with heavy-tailed claims
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+Publication:2920000