APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (Q5050872): Difference between revisions

Latest revision as of 20:48, 30 July 2024

scientific article; zbMATH DE number 7619772

Language	Label	Description	Also known as
English	APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS	scientific article; zbMATH DE number 7619772

Statements

instance of

scholarly article

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title

APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS (English)

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Probability in the Engineering and Informational Sciences

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publication date

18 November 2022

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zbMATH Keywords

asymptotics

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bidimensional randomly weighted sums

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copula

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extended regular variation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1017/s0269964818000414

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cites work

Q4726487

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On the maximum of randomly weighted sums with regularly varying tails

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Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

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Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model

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Subexponentiality of the product of independent random variables

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Randomly weighted sums with dominated varying-tailed increments and application to risk theory

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Tail Behavior of Randomly Weighted Sums

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On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate

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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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The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims

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On the joint tail behavior of randomly weighted sums of heavy-tailed random variables

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On the ruin probabilities of a bidimensional perturbed risk model

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Asymptotics for Weighted Random Sums

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Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail

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Uniform estimate for maximum of randomly weighted sums with applications to ruin theory

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Randomly weighted sums of subexponential random variables with application to ruin theory

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Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments

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Randomly weighted sums of subexponential random variables with application to capital allocation

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Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims

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Ruin probabilities of a bidimensional risk model with investment

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Approximation of the tail probability of randomly weighted sums and applications

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Estimates for the finite-time ruin probability with insurance and financial risks

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Identifiers

DOI

10.1017/S0269964818000414

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5050872

@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+On the maximum of randomly weighted sums with regularly varying tails
+Normal rank
@@ Property / cites work @@
+Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
+Normal rank
@@ Property / cites work @@
+Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums with dominated varying-tailed increments and application to risk theory
+Normal rank
@@ Property / cites work @@
+Tail Behavior of Randomly Weighted Sums
@@ Property / cites work: Tail Behavior of Randomly Weighted Sums / rank @@
+Normal rank
@@ Property / cites work @@
+On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
+Normal rank
@@ Property / cites work @@
+The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
+Normal rank
@@ Property / cites work @@
+On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities of a bidimensional perturbed risk model
+Normal rank
@@ Property / cites work @@
+Asymptotics for Weighted Random Sums
@@ Property / cites work: Asymptotics for Weighted Random Sums / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
+Normal rank
@@ Property / cites work @@
+Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to capital allocation
+Normal rank
@@ Property / cites work @@
+Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
+Normal rank
@@ Property / cites work @@
+Ruin probabilities of a bidimensional risk model with investment
+Normal rank
@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums and applications
+Normal rank
@@ Property / cites work @@
+Estimates for the finite-time ruin probability with insurance and financial risks
+Normal rank