Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
From MaRDI portal
Publication:2227313
Recommendations
- Asymptotic ruin probabilities for a bidimensional renewal risk model
- Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- A Note on Cumulative Sums
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
- Asymptotic ruin probabilities for a bidimensional renewal risk model
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model
- Asymptotics in a time-dependent renewal risk model with stochastic return
- Bivariate regular variation among randomly weighted sums in general insurance
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
- Interplay of insurance and financial risks in a stochastic environment
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
- On the ruin probabilities of a bidimensional perturbed risk model
- Randomly weighted sums of dependent subexponential random variables with applications to risk theory
- Ruin probabilities of a bidimensional risk model with investment
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Subexponentiality of the product of independent random variables
- Tail behavior of the product of two dependent random variables with applications to risk theory
- The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
- Uniform asymptotics for discounted aggregate claims in dependent risk models
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
- 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 of a generalized bidimensional risk model with Brownian perturbations
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
- Uniform asymptotics of the finite-time ruin probability for all times
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model
Cited in
(29)- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
- Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
- Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
- On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims
- Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
- Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
- Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
- Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure
- Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
- Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
- Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns
- Asymptotic ruin probabilities for a bidimensional renewal risk model
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance
- Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
- Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims
- Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims
- Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations
- Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process
This page was built for publication: Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2227313)
