The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309): Difference between revisions

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+https://doi.org/10.1016/j.jmaa.2016.05.047
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+Subexponentiality of the product of independent random variables
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+Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims
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+Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
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+Ruin problems with assets and liabilities of diffusion type
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+The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
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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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+Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
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+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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