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scientific article; zbMATH DE number 7708735

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7708735

Statements

scholarly article

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publication date

7 July 2023

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zbMATH Keywords

Poisson shot noise process

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dependent shock

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heavy-tailed distribution

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uniform asymptotics

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MaRDI profile type

MaRDI publication profile

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Delay in claim settlement and ruin probability approximations

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Explosive Poisson shot noise processes with applications to risk reserves

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Regular variation in the mean and stable limits for Poisson shot noise

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Large deviations of heavy-tailed sums with applications in insurance

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Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications

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Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model

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An insensitivity property of Lundberg's estimate for delayed claims

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A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions

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Intermediate Regular and Π Variation

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Subexponentiality of the product of independent random variables

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An Introduction to Heavy-Tailed and Subexponential Distributions

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Asymptotic tail probabilities of sums of dependent subexponential random variables

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Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims

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Asymptotics for risk capital allocations based on conditional tail expectation

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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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On pairwise quasi-asymptotically independent random variables and their applications

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Some Concepts of Dependence

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

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Sojourns and extremes of a diffusion process on a fixed interval

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.3770/J.ISSN:2095-2651.2023.03.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:6167149

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