Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
From MaRDI portal
Publication:1929911
DOI10.1155/2012/936525zbMath1282.91151WikidataQ58697866 ScholiaQ58697866MaRDI QIDQ1929911
Juan Zheng, Qingwu Gao, Na Jin
Publication date: 10 January 2013
Published in: Advances in Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/065a8a2ad64dea995807d0bf899d1e93cd52b283
60K10: Applications of renewal theory (reliability, demand theory, etc.)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uniform asymptotics of the finite-time ruin probability for all times
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
- Tail asymptotics for the supremum of a random walk when the mean is not finite
- Tail behavior of random sums of negatively associated increments
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
- Basic renewal theorems for random walks with widely dependent increments
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- Modeling teletraffic arrivals by a Poisson cluster process
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Precise large deviations for dependent random variables with heavy tails
- Some concepts of negative dependence
- A note on the almost sure convergence of sums of negatively dependent random variables
- Subexponentiality of the product of independent random variables
- Negative association of random variables, with applications
- Approximation of the tail probability of dependent random sums under consistent variation and applications
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- One-sided analogues of Karamata's regular variation
- Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
- Subexponential distributions and integrated tails
- Intermediate Regular and Π Variation
- Large deviations for heavy-tailed random sums in compound renewal model