Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284): Difference between revisions

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

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title

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

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Statistics \& Probability Letters

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publication date

9 December 2013

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zbMATH Keywords

uniform asymptotics

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upper tail asymptotic independence

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counting processes

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widely lower orthant dependence

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1016/j.spl.2013.02.018

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cites work

Extremes on the discounted aggregate claims in a time dependent risk model

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Q4726487

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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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Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models

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Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation

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Precise large deviations of aggregate claims in a size-dependent renewal risk model

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Subexponentiality of the product of independent random variables

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Q4343010

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Asymptotic tail probabilities of sums of dependent subexponential random variables

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A uniform asymptotic estimate for discounted aggregate claims with subexponential tails

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

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Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times

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A note on a dependent risk model with constant interest rate

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Q4230625

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

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

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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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Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims

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Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation

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Identifiers

zbMATH Open document ID

1283.62213

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Mathematics Subject Classification ID

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10.1016/J.SPL.2013.02.018

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Sitelinks

Mathematics(1 entry)

mardi Publication:386284

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