Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force
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Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- A note on a dependent risk model with constant interest rate
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
- Approximation of the tail probability of randomly weighted sums and applications
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation
- Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
- Basic renewal theorems for random walks with widely dependent increments
- Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
- 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
- Hidden regular variation, second order regular variation and asymptotic independence
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Probability of ruin with variable premium rate in a Markovian environment
- Randomly weighted sums of subexponential random variables with application to ruin theory
- Randomly weighted sums with dominated varying-tailed increments and application to risk theory
- Ruin under interest force and subexponential claims: a simple treatment.
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- The finite-time ruin probability for ND claims with constant interest force
- The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
Cited in
(13)- Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims
- Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments
- The ruin probability of a renewal risk model based on entrance processes with pairwise quasi-asymptotically independence
- Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims
- Some novel results on pairwise quasi-asymptotical independence with applications to risk theory
- Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims
- Uniform asymptotics for the compound risk model with dependence structures and constant force of interest
- 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 the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and 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
- Ruin probability with constant interest force and regular variation
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