Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns
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Cites work
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- Ruin theory with stochastic return on investments
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- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- Tail asymptotics for exponential functionals of Lévy processes
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Cited in
(17)- Uniform asymptotics for a renewal risk model with a random number of delayed claims
- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
- Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
- scientific article; zbMATH DE number 6401741 (Why is no real title available?)
- Asymptotics for ultimate ruin probability in a by-claim risk model
- Limit property of the delayed risk model under dependent claims and investment
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
- Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
- A note on a by-claim risk model: Asymptotic results
- Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims
- Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims
- Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims
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