The finite-time ruin probability of a risk model with a general counting process and stochastic return (Q2673377): Difference between revisions

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+Asymptotics for risk capital allocations based on conditional tail expectation
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+Some concepts of negative dependence
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+Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
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+On a two-dimensional risk model with time-dependent claim sizes and risky investments
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+Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+Subexponential distributions and integrated tails
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+On pairwise quasi-asymptotically independent random variables and their applications
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+Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
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+A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
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+A note on a dependent risk model with constant interest rate
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+Asymptotics for the finite-time ruin probability of a risk model with a general counting process
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+Characterizations and examples of hidden regular variation
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+Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns
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+Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments
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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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+Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
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+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
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+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
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+The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
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+Uniform asymptotics of the finite-time ruin probability for all times
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+Ruin probabilities of a bidimensional risk model with investment
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