Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (Q5443731): Difference between revisions

@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / 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 @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponential distributions and dominated-variation tails
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the presence of heavy-tails and interest rates
+Normal rank
@@ Property / cites work @@
+Large deviations of sums of independent random variables
+Normal rank
@@ Property / cites work @@
+UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE  HORIZONS WITH SUBEXPONENTIAL TAILS
+Normal rank
@@ Property / cites work @@
+The finite-time ruin probability of the compound Poisson model with constant interest force
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank