Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305): Difference between revisions

@@ Property / DOI @@
-.1007/s11009-008-9090-6
@@ Property / DOI: 10.1007/s11009-008-9090-6 / rank @@
-Normal rank
@@ Property / author @@
-Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
-Normal rank
@@ Property / author @@
-Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
-Normal rank
@@ Property / author @@
+Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
+Normal rank
@@ Property / author @@
+Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-008-9090-6
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+W1977739744
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@@ Property / cites work @@
+Q3924997
@@ Property / cites work: Q3924997 / rank @@
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+Some concepts of negative dependence
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@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
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+Ruin probabilities with dependent rates of interest
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+On the ruin probabilities in a general economic environment
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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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+Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
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@@ Property / cites work @@
+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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@@ Property / DOI @@
+.1007/S11009-008-9090-6
@@ Property / DOI: 10.1007/S11009-008-9090-6 / rank @@
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