Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089): Difference between revisions

@@ 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/10.1080/03610926.2019.1626429
+Normal rank
@@ Property / OpenAlex ID @@
+W2951303043
@@ Property / OpenAlex ID: W2951303043 / rank @@
+Normal rank
@@ Property / cites work @@
+A ruin model with dependence between claim sizes and claim intervals
+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 @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Dependent Risk Models with Bivariate Phase-Type Distributions
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a size-dependent renewal risk model
+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 @@
+Tail asymptotics for the supremum of a random walk when the mean is not finite
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates for the probability of ruin with special emphasis on the possibility of large claims
+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 @@
+Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
+Normal rank
@@ Property / cites work @@
+On distribution tail of the maximum of a random walk
+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 @@
+Largest Claims Reinsurance Premiums under Possible Claims Dependence
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Asymptotics for large claims reinsurance in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
+Normal rank
@@ Property / cites work @@
+Asymptotic independence and a network traffic model
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between claim sizes and claim intervals
+Normal rank
@@ Property / cites work @@
+Precise large deviations for the prospective-loss process
+Normal rank
@@ Property / cites work @@
+UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE  HORIZONS WITH SUBEXPONENTIAL TAILS
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of Wiener-Hopf factors of a random walk
+Normal rank