scientific article; zbMATH DE number 7708735
From MaRDI portal
Publication:6167149
DOI10.3770/j.issn:2095-2651.2023.03.008zbMath1524.62090MaRDI QIDQ6167149
Kam-Chuen Yuen, Kai Yong Wang, Yang Yang
Publication date: 7 July 2023
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
- Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
- Asymptotics for risk capital allocations based on conditional tail expectation
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model
- Asymptotic tail probabilities of sums of dependent subexponential random variables
- Large deviations of heavy-tailed sums with applications in insurance
- Subexponentiality of the product of independent random variables
- Regular variation in the mean and stable limits for Poisson shot noise
- Explosive Poisson shot noise processes with applications to risk reserves
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- On pairwise quasi-asymptotically independent random variables and their applications
- Sojourns and extremes of a diffusion process on a fixed interval
- Intermediate Regular and Π Variation
- An insensitivity property of Lundberg's estimate for delayed claims
- Delay in claim settlement and ruin probability approximations
- An Introduction to Heavy-Tailed and Subexponential Distributions
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
- Some Concepts of Dependence
This page was built for publication:
