Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2014.1000499
+Normal rank
@@ Property / OpenAlex ID @@
+W2467615096
@@ Property / OpenAlex ID: W2467615096 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential Behavior in the Presence of Dependence in Risk Theory
+Normal rank
@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
@@ Property / cites work @@
+Dependent Risk Models with Bivariate Phase-Type Distributions
+Normal rank
@@ Property / cites work @@
+The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
+Normal rank
@@ Property / cites work @@
+Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
+Normal rank
@@ Property / cites work @@
+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a size-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
+Normal rank
@@ Property / cites work @@
+Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails
+Normal rank
@@ Property / cites work @@
+A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims
+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- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank
@@ Property / cites work @@
+On a correlated aggregate claims model with Poisson and Erlang risk processes.
+Normal rank
@@ Property / cites work @@
+On the first time of ruin in the bivariate compound Poisson model
+Normal rank