Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
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Cites work
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Cited in
(25)- Precise large deviations for the aggregate claims in a dependent compound renewal risk model
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory
- Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate
- Uniform asymptotics for the compound risk model with dependence structures and constant force of interest
- scientific article; zbMATH DE number 6315464 (Why is no real title available?)
- Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims
- Asymptotic ruin probabilities in a generalized jump-diffusion risk model with constant force of interest
- Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest force
- Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
- Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments
- Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals
- Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
- Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
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- Asymptotic tail probability of weighted infinite sum of conditionally dependent and consistently varying tailed random variables
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- Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force
- Uniform asymptotics for a non standard renewal risk model with CLWD heavy-tailed claims
- Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
- The finite-time ruin probability of a risk model with a general counting process and stochastic return
- Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims
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