Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
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Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- A note on a dependent risk model with constant interest rate
- A note on weighted infinite sums of dependent regularly varying tailed random variables
- Approximation of the tail probability of randomly weighted sums and applications
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
- Estimates for the finite-time ruin probability with insurance and financial risks
- Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times
- Max-sum equivalence of conditionally dependent random variables
- On pairwise quasi-asymptotically independent random variables and their applications
- On sums of conditionally independent subexponential random variables
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory
- Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails
- Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Ruin with insurance and financial risks following the least risky FGM dependence structure
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
- Tail behavior of the product of two dependent random variables with applications to risk theory
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
Cited in
(11)- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory
- Asymptotic estimates for systemic risk with dependent heavy-tailed losses
- A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables
- Uniform asymptotics for a renewal risk model with a random number of delayed claims
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
- Asymptotics for a type of randomly weighted sums and its application
- Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory
- On the tail behavior for randomly weighted sums of dependent random variables with its applications to risk measures
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