Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745): Difference between revisions

@@ 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 @@
+Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
+Normal rank
@@ Property / cites work @@
+Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Functional large deviations for multivariate regularly varying random walks
+Normal rank
@@ Property / cites work @@
+Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
+Normal rank
@@ Property / cites work @@
+Negative association of random variables, with applications
+Normal rank
@@ Property / cites work @@
+Power tailed ruin probabilities in the presence of risky investments.
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics in a time-dependent renewal risk model with stochastic return
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities of a bidimensional perturbed risk model
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
+Normal rank
@@ Property / cites work @@
+A note on a dependent risk model with constant interest rate
+Normal rank
@@ Property / cites work @@
+Characterizations and examples of hidden regular variation
+Normal rank
@@ Property / cites work @@
+Risk theory in a stochastic economic environment
@@ Property / cites work: Risk theory in a stochastic economic environment / rank @@
+Normal rank
@@ Property / cites work @@
+On Cramér-like asymptotics for risk processes with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
+Normal rank
@@ Property / cites work @@
+Distributions for the risk process with a stochastic return on investments.
+Normal rank
@@ Property / cites work @@
+Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities for a bidimensional renewal risk model
+Normal rank
@@ Property / cites work @@
+Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
+Normal rank
@@ Property / cites work @@
+Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
+Normal rank
@@ Property / cites work @@
+On the first time of ruin in the bivariate compound Poisson model
+Normal rank