Asymptotics for the finite-time ruin probability of a risk model with a general counting process (Q2364360): Difference between revisions

@@ Property / author @@
-Kai Yong Wang
@@ Property / author: Kai Yong Wang / rank @@
-Normal rank
@@ Property / author @@
+Kai Yong Wang
@@ Property / author: Kai Yong Wang / rank @@
+Normal rank
@@ 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/10.1007/s13160-017-0245-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2596984633
@@ Property / OpenAlex ID: W2596984633 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Some concepts of negative dependence
@@ Property / cites work: Some concepts of negative dependence / rank @@
+Normal rank
@@ Property / cites work @@
+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
+Normal rank
@@ Property / cites work @@
+Q4743586
@@ Property / cites work: Q4743586 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Heavy-Tailed and Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
+Normal rank
@@ Property / cites work @@
+Ruin under interest force and subexponential claims: a simple treatment.
+Normal rank
@@ Property / cites work @@
+Subexponential distributions and integrated tails
@@ Property / cites work: Subexponential distributions and integrated tails / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
@@ Property / cites work @@
+Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2364360