A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES

Cites Work

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Title not available (Why is that?)
Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
Extremes on the discounted aggregate claims in a time dependent risk model
Randomly weighted sums of subexponential random variables with application to capital allocation
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On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
A two-dimensional ruin problem on the positive quadrant
A Two-Dimensional Risk Model with Proportional Reinsurance
Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
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Cited In (7)

Title not available (Why is that?)
Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: based on Sinc methods
Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims
Title not available (Why is that?)

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