Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance
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Cited in
(8)- Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses
- On multivariate contribution measures of systemic risk with applications in cryptocurrency market
- Background risk model in presence of heavy tails under dependence
- Quantifying systemic risk: conditional interval risk measures and their applications
- Asymptotics for a perturbed bidimensional delay-claim risk model with heavy-tailed claims and stochastic returns
- On the joint tail behavior of randomly weighted sums of dependent random variables with applications to risk theory
- Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims
- Asymptotics for the joint tail probability of bidimensional randomly weighted sums of dependent and heavy-tailed random variables
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