Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model (Q5078089): Difference between revisions

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+A ruin model with dependence between claim sizes and claim intervals
+Normal rank
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
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+Applied Probability and Queues
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+Normal rank
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+Dependent Risk Models with Bivariate Phase-Type Distributions
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Precise large deviations of aggregate claims in a size-dependent renewal risk model
+Normal rank
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
+Normal rank
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+Tail asymptotics for the supremum of a random walk when the mean is not finite
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+Q4343010
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+Normal rank
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+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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+The maximum on a random time interval of a random walk with long-tailed increments and negative drift.
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+Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
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+On distribution tail of the maximum of a random walk
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+Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
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+Largest Claims Reinsurance Premiums under Possible Claims Dependence
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Asymptotics for large claims reinsurance in a time-dependent renewal risk model
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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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+Asymptotic independence and a network traffic model
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+On a risk model with dependence between claim sizes and claim intervals
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+Precise large deviations for the prospective-loss process
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+UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE  HORIZONS WITH SUBEXPONENTIAL TAILS
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+Asymptotic behaviour of Wiener-Hopf factors of a random walk
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