Tail asymptotic of discounted aggregate claims with compound dependence under risky investment
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Cites work
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Cited in
(7)- Exact tail asymptotics of aggregated parametrised risk
- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
- Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses
- Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes
- Asymptotics of discounted aggregate claims for renewal risk model with risky investment
- Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns
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