The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (Q459487): Difference between revisions

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English	The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims	scientific article

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title

The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims (English)

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zbMATH Open document ID

1296.91171

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DOI

10.1016/j.jkss.2011.08.006

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Journal of the Korean Statistical Society

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publication date

13 October 2014

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Mathematics Subject Classification ID

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finite-time ruin probability

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subexponential distribution

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compound renewal risk model

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ordinary renewal risk model

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dependence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jkss.2011.08.006

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Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model

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Some concepts of negative dependence

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Q4743586

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Negative association of random variables, with applications

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A large deviation result for aggregate claims with dependent claim occurrences

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Ruin under interest force and subexponential claims: a simple treatment.

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Ruin probabilities in the presence of heavy-tails and interest rates

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Sums of Dependent Nonnegative Random Variables with Subexponential 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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The finite-time ruin probability of the compound Poisson model with constant interest force

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Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

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Large deviations for heavy-tailed random sums in compound renewal model

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Randomly weighted sums of subexponential random variables with application to ruin theory

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Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate

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Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims

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Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications

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Sitelinks

Mathematics(1 entry)

mardi Publication:459487

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-Yang Yang
@@ Property / author: Yang Yang / rank @@
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+Yang Yang
@@ Property / author: Yang Yang / rank @@
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+K10
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+finite-time ruin probability
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+subexponential distribution
@@ Property / zbMATH Keywords: subexponential distribution / rank @@
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+compound renewal risk model
@@ Property / zbMATH Keywords: compound renewal risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ordinary renewal risk model
@@ Property / zbMATH Keywords: ordinary renewal risk model / rank @@
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+dependence
@@ Property / zbMATH Keywords: dependence / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jkss.2011.08.006
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+Q3924997
@@ Property / cites work: Q3924997 / rank @@
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@@ Property / cites work @@
+Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
+Normal rank
@@ Property / cites work @@
+Some concepts of negative dependence
@@ Property / cites work: Some concepts of negative dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Q4743586
@@ Property / cites work: Q4743586 / rank @@
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+A large deviation result for aggregate claims with dependent claim occurrences
+Normal rank
@@ Property / cites work @@
+Ruin under interest force and subexponential claims: a simple treatment.
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the presence of heavy-tails and interest rates
+Normal rank
@@ Property / cites work @@
+Sums of Dependent Nonnegative Random Variables with Subexponential Tails
+Normal rank
@@ Property / cites work @@
+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
+Normal rank
@@ Property / cites work @@
+The finite-time ruin probability of the compound Poisson model with constant interest force
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
+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 Claims and Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
+Normal rank
@@ Property / cites work @@
+Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:459487