Finite- and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims
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Cited in
(23)- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
- Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns
- Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return
- The finite-time ruin probability of a risk model with a general counting process and stochastic return
- Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims
- Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- Ruin probabilities under general investments and heavy-tailed claims
- Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations
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- Uniform asymptotic estimate for the finite-time ruin probability in a risk model with stochastic investment returns
- Extremes for systemic expected shortfall and marginal expected shortfall in a multivariate continuous-time risk model
- Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
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