Tail asymptotic of discounted aggregate claims with compound dependence under risky investment

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Cited In (7)

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

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