Two-dimensional ruin probability for subexponential claim size (Q4578300): Difference between revisions

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+Two-dimensional ruin probability for subexponential claim size
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+Sergeĭ Georgievich Foss
@@ Property / author: Sergeĭ Georgievich Foss / rank @@
+Normal rank
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+Dmitrii Korshunov
@@ Property / author: Dmitrii Korshunov / rank @@
+Normal rank
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+MaRDI publication profile
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+Normal rank
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+math.PR
@@ Property / arXiv classification: math.PR / rank @@
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@@ Property / arXiv ID @@
+.01312
@@ Property / arXiv ID: 1702.01312 / rank @@
+Normal rank
@@ Property / cites work @@
+On Exceedance Times for Some Processes with Dependent Increments
+Normal rank
@@ Property / cites work @@
+Large deviations results for subexponential tails, with applications to insurance risk
+Normal rank
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+Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results
+Normal rank
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+A two-dimensional ruin problem on the positive quadrant
+Normal rank
@@ Property / cites work @@
+Queues and Risk Models with Simultaneous Arrivals
@@ Property / cites work: Queues and Risk Models with Simultaneous Arrivals / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
+Normal rank
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+Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
+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 @@
+Asymptotics of randomly stopped sums in the presence of heavy tails
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Heavy-Tailed and Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
+Normal rank
@@ Property / cites work @@
+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
+Normal rank
@@ Property / cites work @@
+On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
+Normal rank
@@ Property / cites work @@
+On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities of a bidimensional perturbed risk model
+Normal rank
@@ Property / cites work @@
+Tandem Brownian queues
@@ Property / cites work: Tandem Brownian queues / rank @@
+Normal rank
@@ Property / cites work @@
+Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
+Normal rank
@@ Property / cites work @@
+Q4230625
@@ Property / cites work: Q4230625 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics of the finite-time ruin probability for all times
+Normal rank
@@ Property / cites work @@
+On the first time of ruin in the bivariate compound Poisson model
+Normal rank