The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617): Difference between revisions

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+Extremes on the discounted aggregate claims in a time dependent risk model
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+Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
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+Q4726487
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+Q5525727
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+The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
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+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
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+Precise large deviations of aggregate claims in a size-dependent renewal risk model
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+Subexponentiality of the product of independent random variables
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+The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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+Some asymptotic results for sums of dependent random variables, with actuarial applications
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Ruin problems with assets and liabilities of diffusion type
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+On the ruin probabilities in a general economic environment
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+Finite and infinite time ruin probabilities in a stochastic 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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+The impact on ruin probabilities of the association structure among financial risks
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+Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation
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+Randomly weighted sums of subexponential random variables with application to capital allocation
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+Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
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+Tail behavior of the product of two dependent random variables with applications to risk theory
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+Approximation of the tail probability of randomly weighted sums and applications
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