Asymptotics for a time-dependent by-claim model with dependent subexponential claims
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Cites work
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- scientific article; zbMATH DE number 3238248 (Why is no real title available?)
- A Note on Cumulative Sums
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
- A property of the renewal counting process with application to the finite-time ruin probability
- A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
- Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest
- Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims
- Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
- Asymptotics for ultimate ruin probability in a by-claim risk model
- Asymptotics in a time-dependent renewal risk model with stochastic return
- Bivariate regular variation among randomly weighted sums in general insurance
- Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
- Exponential Behavior in the Presence of Dependence in Risk Theory
- Extremes on the discounted aggregate claims in a time dependent risk model
- Generalized linear models for dependent frequency and severity of insurance claims
- On Ultimate Ruin in a Delayed-Claims Risk Model
- On pairwise quasi-asymptotically independent random variables and their applications
- On the expected discounted penalty function for the compound Poisson risk model with delayed claims
- On the expected discounted penalty function in a delayed-claims risk model
- On the probability of ruin in a continuous risk model with delayed claims
- Randomly weighted sums of subexponential random variables with application to capital allocation
- Randomly weighted sums of subexponential random variables with application to ruin theory
- Risk measures and multivariate extensions of Breiman's theorem
- Ruin probabilities allowing for delay in claims settlement
- Ruin probabilities for time-correlated claims in the compound binomial model.
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
- The compound binomial risk model with time-correlated claims
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
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