Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126): Difference between revisions

@@ Property / author @@
-Hai-Zhong Yang
@@ Property / author: Hai-Zhong Yang / rank @@
-Normal rank
@@ Property / author @@
+Hai-Zhong Yang
@@ Property / author: Hai-Zhong 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.jmaa.2015.01.047
+Normal rank
@@ Property / OpenAlex ID @@
+W1985322262
@@ Property / OpenAlex ID: W1985322262 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for risk capital allocations based on conditional tail expectation
+Normal rank
@@ Property / cites work @@
+Extreme behavior of bivariate elliptical distributions
+Normal rank
@@ Property / cites work @@
+Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
+Normal rank
@@ Property / cites work @@
+Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
+Normal rank
@@ Property / cites work @@
+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
+Normal rank
@@ Property / cites work @@
+Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
+Normal rank
@@ Property / cites work @@
+A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
+Normal rank
@@ Property / cites work @@
+On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Q4000335
@@ Property / cites work: Q4000335 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities of a bidimensional perturbed risk model
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Hidden regular variation, second order regular variation and asymptotic independence
+Normal rank
@@ Property / cites work @@
+Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
+Normal rank
@@ Property / cites work @@
+A Note on Cumulative Sums
@@ Property / cites work: A Note on Cumulative Sums / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
+Normal rank
@@ Property / cites work @@
+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
+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 @@
+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
+Normal rank
@@ Property / cites work @@
+Ruin probabilities of a bidimensional risk model with investment
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2515126