Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
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Cites work
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- scientific article; zbMATH DE number 846847 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- Lévy Processes and Stochastic Calculus
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Cited in
(14)- The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process
- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
- The finite-time ruin probability of a risk model with a general counting process and stochastic return
- On the probability of ruin in a continuous risk model with two types of delayed claims
- Limit property of the delayed risk model under dependent claims and investment
- On the probability of ruin in a continuous risk model with delayed claims
- A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*
- Multiseasonal discrete-time risk model revisited
- Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
- Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions
- Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
- Asymptotics for a perturbed bidimensional delay-claim risk model with heavy-tailed claims and stochastic returns
- The finite-time ruin probabilities of a dependent bidimensional risk model with subexponential claims and Brownian perturbations
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