Uniform asymptotics for discounted aggregate claims in dependent multi-risk model (Q5078279): Difference between revisions

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+Some concepts of negative dependence
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+Normal rank
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+Ruin probabilities and penalty functions with stochastic rates of interest
+Normal rank
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+Negative association of random variables, with applications
+Normal rank
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+Power tailed ruin probabilities in the presence of risky investments.
+Normal rank
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+Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
+Normal rank
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+Some Concepts of Dependence
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+Normal rank
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+Asymptotics in a time-dependent renewal risk model with stochastic return
+Normal rank
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+Characterizations and examples of hidden regular variation
+Normal rank
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+Tail asymptotics for exponential functionals of Lévy processes
+Normal rank
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+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
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+Risk theory in a stochastic economic environment
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+Normal rank
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+On Cramér-like asymptotics for risk processes with stochastic return on investments
+Normal rank
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+Ruin theory with stochastic return on investments
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+Normal rank
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+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
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+Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
+Normal rank
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+Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
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+Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
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+Ruin probabilities for a~risk process with stochastic return on investments.
+Normal rank
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+On the renewal risk process with stochastic interest
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