Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (Q5077505): Difference between revisions

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scientific article; zbMATH DE number 7528957

Language	Label	Description	Also known as
English	Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force	scientific article; zbMATH DE number 7528957

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instance of

scholarly article

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title

Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (English)

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DOI

10.1080/03610926.2019.1599022

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Communications in Statistics - Theory and Methods

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publication date

18 May 2022

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Mathematics Subject Classification ID

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by-claim risk model

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ruin probability

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pairwise tail quasi-asymptotically independent

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consistently-varying tail

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asymptotics

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2019.1599022

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Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation

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Randomly weighted sums of dependent random variables with dominated variation

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Q4343010

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On pairwise quasi-asymptotically independent random variables and their applications

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A note on a by-claim risk model: Asymptotic results

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Randomly weighted sums of subexponential random variables with application to ruin theory

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Ruin probabilities allowing for delay in claims settlement

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Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks

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On Ultimate Ruin in a Delayed-Claims Risk Model

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Wikidata QID

Q128106886

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Sitelinks

Mathematics(1 entry)

mardi Publication:5077505

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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of dependent random variables with dominated variation
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+On pairwise quasi-asymptotically independent random variables and their applications
+Normal rank
@@ Property / cites work @@
+A note on a by-claim risk model: Asymptotic results
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Ruin probabilities allowing for delay in claims settlement
+Normal rank
@@ Property / cites work @@
+Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks
+Normal rank
@@ Property / cites work @@
+On Ultimate Ruin in a Delayed-Claims Risk Model
@@ Property / cites work: On Ultimate Ruin in a Delayed-Claims Risk Model / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128106886
@@ Property / Wikidata QID: Q128106886 / rank @@
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