Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses
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Cites work
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
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- Randomly weighted sums of subexponential random variables with application to capital allocation
- Randomly weighted sums of subexponential random variables with application to ruin theory
- Ruin probabilities
- Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
- Ruin with insurance and financial risks following the least risky FGM dependence structure
- The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
- Uniform approximation for the tail behavior of bidimensional randomly weighted sums
- Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
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