On pairwise quasi-asymptotically independent random variables and their applications (Q2637381): Difference between revisions

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+Q4726487
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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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+Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
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+Subexponentiality of the product of independent random variables
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+Asymptotic tail probabilities of sums of dependent subexponential random variables
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
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+Characterizations and examples of hidden regular variation
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+Q3771297
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+Hidden regular variation, second order regular variation and asymptotic independence
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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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+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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+Ruin probabilities allowing for delay in claims settlement
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+The compound binomial risk model with time-correlated claims
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+Tail probability of randomly weighted sums of subexponential random variables under a dependence structure
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+On Ultimate Ruin in a Delayed-Claims Risk Model
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