Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process
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Cites work
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Cited in
(13)- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return
- Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims
- Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions
- The perturbed compound Poisson risk model with proportional investment
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation
- Finite- and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims
- Asymptotics in a time-dependent renewal risk model with stochastic return
- Equilibrium reinsurance strategy and mean residual life function
- Optimal investment of a time-dependent renewal risk model with stochastic return
- Uniform asymptotic estimates in a time-dependent renewal risk model with stochastic investment returns
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