Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
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Cited in
(20)- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
- Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure
- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns
- Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times
- Optimal investment of a time-dependent renewal risk model with stochastic return
- Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
- The finite-time ruin probability of a risk model with a general counting process and stochastic return
- The limit property of a risk model based on entrance processes
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments
- Asymptotic estimates of ruin probabilities for a time-dependent renewal risk model with dominatedly-varying-tailed and dependent claims
- Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims
- Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns
- Ruin probabilities for a regenerative Poisson gap generated risk process
- Asymptotics in a time-dependent renewal risk model with stochastic return
- Risk management under a dependent generalized portfolio risk model
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