Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
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random sumcompound renewal risk modelwidely orthant dependencefinite-time and infinite-time absolute ruin probabilitiesmaximum domain of attraction of the Gumbel distribution
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Cites work
- scientific article; zbMATH DE number 3844884 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3798860 (Why is no real title available?)
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- Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest
- Large deviations for heavy-tailed random sums in compound renewal model
- 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 random sums in presence of negative dependence and consistent variation
- Ruin estimation for a general insurance risk model
- Ruin probabilities in the presence of heavy-tails and interest rates
- Ruin under interest force and subexponential claims: a simple treatment.
- Saddlepoint approximations
- Some Concepts of Dependence
- Some concepts of negative dependence
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- Subexponentiality of the product of independent random variables
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- Tail behavior of random sums of negatively associated increments
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
- Tails of random sums of a heavy-tailed number of light-tailed terms
- The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims
- The finite-time ruin probability of the compound Poisson model with constant interest force
- The probabilities of absolute ruin in the renewal risk model with constant force of interest
- The strong law of large numbers for extended negatively dependent random variables
Cited in
(9)- Asymptotics for the infinite-time absolute ruin probabilities in time-dependent renewal risk models
- Probability inequalities for sums of WUOD random variables and their applications
- The absolute ruin insurance risk model with a threshold dividend strategy
- Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model
- Infinite-time absolute ruin in dependent renewal risk models with constant force of interest
- Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model
- The finite-time ruin probability in a dependent random premium rates risk model
- Investigation a dependent generalized compound renewal risk process involving the uniformly bounded copula function
- Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate
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