Precise large deviations of aggregate claims in a size-dependent renewal risk model (Q2445359): Difference between revisions

@@ Property / cites work @@
+Exponential Behavior in the Presence of Dependence in Risk Theory
+Normal rank
@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities for a regenerative Poisson gap generated risk process
+Normal rank
@@ Property / cites work @@
+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
+Normal rank
@@ Property / cites work @@
+Dependent Risk Models with Bivariate Phase-Type Distributions
+Normal rank
@@ Property / cites work @@
+Precise large deviation results for the total claim amount under subexponential claim sizes
+Normal rank
@@ Property / cites work @@
+Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+Precise large deviations of random sums in presence of negative dependence and consistent variation
+Normal rank
@@ Property / cites work @@
+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+A large deviation result for aggregate claims with dependent claim occurrences
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+A property of the renewal counting process with application to the finite-time ruin probability
+Normal rank
@@ Property / cites work @@
+The general principle for precise large deviations of heavy-tailed random sums
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Precise large deviations for negatively associated random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Precise large deviations for dependent random variables with heavy tails
+Normal rank
@@ Property / cites work @@
+Asymptotic independence and a network traffic model
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviations for the prospective-loss process
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
+Normal rank