Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
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Cites work
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- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3798860 (Why is no real title available?)
- A property of longtailed distributions
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
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- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
- Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
- Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
- Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
- Negative association of random variables, with applications
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- The finite-time ruin probability of the compound Poisson model with constant interest force
- The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
- The strong law of large numbers for extended negatively dependent random variables
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
Cited in
(19)- Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- A note on a dependent risk model with constant interest rate
- Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return
- Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions
- Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails
- Finite-time ruin probability of a dependent risk model with a constant interest rate
- Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims
- Uniform asymptotics for the ruin probability in a dependent risk model
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
- Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
- Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model
- scientific article; zbMATH DE number 7708735 (Why is no real title available?)
- Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate
- The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims
- Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims
- On closeness of two discrete weighted sums
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process
- Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
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