Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2014.955117
+Normal rank
@@ Property / OpenAlex ID @@
+W2476198423
@@ Property / OpenAlex ID: W2476198423 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations for the probability of ruin within finite time
+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 @@
+Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
+Normal rank
@@ Property / cites work @@
+Hitting probabilities and large deviations
@@ Property / cites work: Hitting probabilities and large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+First passage times of general sequences of random vectors: A large deviations approach
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for the supremum of a random walk when the mean is not finite
+Normal rank
@@ Property / cites work @@
+Functional large deviations for multivariate regularly varying random walks
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities of a bidimensional perturbed risk model
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+A note on a dependent risk model with constant interest rate
+Normal rank
@@ Property / cites work @@
+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
+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 @@
+Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
+Normal rank
@@ Property / cites work @@
+Basic renewal theorems for random walks with widely dependent increments
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics of the finite-time ruin probability for all times
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
@@ Property / cites work @@
+On the first time of ruin in the bivariate compound Poisson model
+Normal rank