Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments (Q6060903): Difference between revisions

Latest revision as of 09:34, 21 August 2024

scientific article; zbMATH DE number 7772216

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English	Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments	scientific article; zbMATH DE number 7772216

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instance of

scholarly article

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title

Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments (English)

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DOI

10.1080/03610926.2022.2088792

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Communications in Statistics - Theory and Methods

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publication date

29 November 2023

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Mathematics Subject Classification ID

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uniform asymptotics

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ruin probability

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dependence

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stochastic returns

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heavy tails

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03610926.2022.2088792

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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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Subexponentiality of the product of independent random variables

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Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums

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Q4343010

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Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims

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On a two-dimensional risk model with time-dependent claim sizes and risky investments

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Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force

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Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest

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Asymptotic bounds for precise large deviations in a compound risk model under dependence structures

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Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest

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Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest

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A uniform asymptotic estimate for discounted aggregate claims with subexponential tails

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Integrated insurance risk models with exponential Lévy investment

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Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model

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A note on a dependent risk model with constant interest rate

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Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims

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Uniform asymptotics for the compound risk model with dependence structures and constant force of interest

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Characterizations and examples of hidden regular variation

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Q4937701

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Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation

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Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

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Large deviations for heavy-tailed random sums in compound renewal model

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

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Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model

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Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate

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Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate

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Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate

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The finite-time ruin probability of a risk model with a general counting process and stochastic return

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Asymptotics for a bidimensional risk model with two geometric Lévy price processes

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Sitelinks

Mathematics(1 entry)

mardi Publication:6060903

@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
+Normal rank
@@ Property / cites work @@
+Subexponentiality of the product of independent random variables
+Normal rank
@@ Property / cites work @@
+Uniform estimates for ruin probabilities in the renewal risk model with upper-tail independent claims and premiums
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
+Normal rank
@@ Property / cites work @@
+On a two-dimensional risk model with time-dependent claim sizes and risky investments
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
+Normal rank
@@ Property / cites work @@
+Asymptotic bounds for precise large deviations in a compound risk model under dependence structures
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
+Normal rank
@@ Property / cites work @@
+Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
+Normal rank
@@ Property / cites work @@
+A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
+Normal rank
@@ Property / cites work @@
+Integrated insurance risk models with exponential Lévy investment
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+A note on a dependent risk model with constant interest rate
+Normal rank
@@ Property / cites work @@
+Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the compound risk model with dependence structures and constant force of interest
+Normal rank
@@ Property / cites work @@
+Characterizations and examples of hidden regular variation
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
+Normal rank
@@ Property / cites work @@
+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
+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 @@
+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank
@@ Property / cites work @@
+Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
+Normal rank
@@ Property / cites work @@
+Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
+Normal rank
@@ Property / cites work @@
+Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate
+Normal rank
@@ Property / cites work @@
+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
@@ Property / cites work @@
+The finite-time ruin probability of a risk model with a general counting process and stochastic return
+Normal rank
@@ Property / cites work @@
+Asymptotics for a bidimensional risk model with two geometric Lévy price processes
+Normal rank