Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
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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?)
- scientific article; zbMATH DE number 3410334 (Why is no real title available?)
- scientific article; zbMATH DE number 7651636 (Why is no real title available?)
- A Note on Cumulative Sums
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Asymptotic results for ruin probability of a two-dimensional renewal risk model
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums
- On joint ruin probabilities of a two-dimensional risk model with constant interest rate
- On the ruin probabilities of a bidimensional perturbed risk model
- Ruin probabilities of a bidimensional risk model with investment
- Some Concepts of Dependence
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
- Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
Cited in
(38)- 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 multidimensional renewal risk model with multivariate regularly varying claims
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
- Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation
- Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
- Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
- Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims
- On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims
- Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
- Bivariate regular variation among randomly weighted sums in general insurance
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes
- Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors
- Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
- Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals
- Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
- Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
- Asymptotic ruin probabilities for a bidimensional renewal risk model
- A \(2\times 2\) random switching model and its dual risk model
- Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
- A particular bidimensional time-dependent renewal risk model with constant interest rates
- Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns
- Precise large deviations of aggregate claims in bidimensional risk model with dependence structures
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
- APPROXIMATION OF THE TAIL PROBABILITIES FOR BIDIMENSIONAL RANDOMLY WEIGHTED SUMS WITH DEPENDENT COMPONENTS
- 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
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
- 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
- The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
- Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
- The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims
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