Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence

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Cites work

A property of the renewal counting process with application to the finite-time ruin probability
An Introduction to Heavy-Tailed and Subexponential Distributions
Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims
Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest
Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times
Asymptotics for a bidimensional risk model with two geometric Lévy price processes
Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims
scientific article; zbMATH DE number 1026574 (Why is no real title available?)
Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
On a correlated aggregate claims model with Poisson and Erlang risk processes.
On joint ruin probabilities of a two-dimensional risk model with constant interest rate
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
On the first time of ruin in the bivariate compound Poisson model
On the ruin probabilities of a bidimensional perturbed risk model
Ruin probabilities of a bidimensional risk model with investment
Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails
The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
Uniform asymptotics for finite-time ruin probability of a bidimensional risk model
Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims

Cited in

(6)

Recursive methods for a multi-dimensional risk process with common shocks
Analysis of an insurance risk model with thinning dependence and common shock
Ruin probabilities in multivariate risk models with periodic common shock
Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return
Asymptotic estimates for ruin probabilities in a bidimensional delay-claim risk model with subexponential claims

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