Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims

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Cites work

scientific article; zbMATH DE number 1026574 (Why is no real title available?)
Applied Probability and Queues
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
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 with heavy-tailed claims
Functional large deviations for multivariate regularly varying random walks
Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
On the first time of ruin in the bivariate compound Poisson model
On the ruin probabilities of a bidimensional perturbed risk model
Precise large deviation results for the total claim amount under subexponential claim sizes
Subexponential distributions and integrated tails
Tail asymptotics for the supremum of a random walk when the mean is not finite
Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times

Cited in

(15)

Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation
On asymptotic ruin probability for a bidimensional renewal risk model with dependent and subexponential main claims and delayed claims
Two-dimensional ruin probability for subexponential claim size
Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims
Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model
Uniform asymptotics for ruin probabilities of a non standard bidimensional perturbed risk model with subexponential claims
Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance
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
Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence
Ruin probabilities for a multidimensional risk model with non-stationary arrivals and subexponential claims
Some results on ruin probabilities in a two-dimensional risk model.

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