ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308): Difference between revisions

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+.5771
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+Q4726487
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+Q5525727
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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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+In the insurance business risky investments are dangerous
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments
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+ECOMOR and LCR reinsurance with gamma-like claims
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+Regularly varying functions
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+Power tailed ruin probabilities in the presence of risky investments.
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+Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
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+Ruin problems with assets and liabilities of diffusion type
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+Convolution equivalence and infinite divisibility
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+Convolution Equivalence and Infinite Divisibility: Corrections and Corollaries
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+Risk theory in a stochastic economic environment
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+Ruin models with investment income
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+Ruin probability in the presence of risky investments
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+Banach algebras of measures on the real line with a given asymptotics of distributions at infinity
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+Extreme value theory for moving average processes
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+A ratio limit theorem for the tails of weighted sums
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+ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS
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+Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+Tail behavior of the product of two dependent random variables with applications to risk theory
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+Approximation of the tail probability of randomly weighted sums and applications
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