Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model
DOI10.1080/03610926.2014.1000499zbMATH Open1364.91068OpenAlexW2467615096MaRDI QIDQ2979013FDOQ2979013
Publication date: 2 May 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.1000499
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Cites Work
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- The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
- Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails
Cited In (5)
- On the distributions of two classes of correlated aggregate claims
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes
- The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
- Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
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