Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spl.2012.05.010 / rank
Normal rank
 
Property / cites work
 
Property / cites work: On the time value of absolute ruin with debit interest / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin estimation for a general insurance risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Heavy-Tailed and Subexponential Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Sums of Conditionally Independent Subexponential Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum on a random time interval of a random walk with long-tailed increments and negative drift. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: The probabilities of absolute ruin in the renewal risk model with constant force of interest / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on Cumulative Sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random time ruin probability for the renewal risk model with heavy-tailed claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPL.2012.05.010 / rank
 
Normal rank

Latest revision as of 19:03, 9 December 2024

scientific article
Language Label Description Also known as
English
Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes
scientific article

    Statements

    Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (English)
    0 references
    0 references
    0 references
    18 September 2012
    0 references
    asymptotics
    0 references
    renewal risk model
    0 references
    conditional independence
    0 references
    random time absolute ruin probability
    0 references

    Identifiers