Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims
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Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
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- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- One-sided analogues of Karamata's regular variation
- Optimal portfolios when stock prices follow an exponential Lévy process
- Optimal portfolios with bounded capital at risk.
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Precise large deviations for dependent random variables with heavy tails
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Ruin probabilities allowing for delay in claims settlement
- Ruin probabilities for time-correlated claims in the compound binomial model.
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- Subexponentiality of the product of independent random variables
- Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation
- The compound binomial risk model with time-correlated claims
- The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
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Cited in
(12)- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims
- Asymptotic estimates of ruin probabilities for a time-dependent renewal risk model with dominatedly-varying-tailed and dependent claims
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns
- On the probability of ruin in a continuous risk model with delayed claims
- Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims
- scientific article; zbMATH DE number 5812605 (Why is no real title available?)
- The construction of a quadratic predictor of the discounted renewal claims with dependence
- Asymptotics for a time-dependent by-claim model with dependent subexponential claims
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
- Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims
- Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
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