Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966): Difference between revisions

@@ Property / author @@
-Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
-Normal rank
@@ Property / author @@
+Xin Mei Shen
@@ Property / author: Xin Mei Shen / 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.spl.2013.03.029
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@@ Property / OpenAlex ID @@
+W1992925416
@@ Property / OpenAlex ID: W1992925416 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for the sum of two heavy-tailed dependent risks
+Normal rank
@@ Property / cites work @@
+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
+Normal rank
@@ Property / cites work @@
+Some results on ruin probabilities in a two-dimensional risk model.
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities of a bidimensional perturbed risk model
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@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
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@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums and applications
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@@ links / mardi / name / links / mardi / name @@
+Publication:383966