Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments
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Cites work
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- scientific article; zbMATH DE number 3238248 (Why is no real title available?)
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Cited in
(20)- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
- Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
- Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims
- A new family of heavy tailed distributions with an application to the heavy tailed insurance loss data
- Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
- An Asymptotic Result on Catastrophe Insurance Losses
- Risk- and value-based management for non-life insurers under solvency constraints
- On a two-dimensional risk model with time-dependent claim sizes and risky investments
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors
- Large portfolio losses in a turbulent market
- On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
- Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models
- Asymptotics for a bidimensional risk model with two geometric Lévy price processes
- Asymptotics for a discrete-time risk model with the emphasis on financial risk
- On Cramér-like asymptotics for risk processes with stochastic return on investments
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
- Distribution tails of a history-dependent random linear recursion
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