Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate (Q5454668): Difference between revisions

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-Ding Cheng Wang
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+Ding Cheng Wang
@@ Property / author: Ding Cheng Wang / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/15326340701826898
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+W2116829796
@@ Property / OpenAlex ID: W2116829796 / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
+Normal rank
@@ Property / cites work @@
+A local limit theorem for random walk maxima with heavy tails
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin under interest force and subexponential claims: a simple treatment.
+Normal rank
@@ Property / cites work @@
+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
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@@ Property / cites work @@
+A Note on Cumulative Sums
@@ Property / cites work: A Note on Cumulative Sums / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / cites work @@
+The finite-time ruin probability of the compound Poisson model with constant interest force
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@@ Property / cites work @@
+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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@@ links / mardi / name / links / mardi / name @@
+Publication:5454668