Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate (Q1945612): Difference between revisions

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+Some concepts of negative dependence
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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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+The finite-time ruin probability for ND claims with constant interest force
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+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
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+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
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+The finite-time ruin probability of the compound Poisson model with constant interest force
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+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
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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-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
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+Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
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