Ruin probabilities for a regenerative Poisson gap generated risk process
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Cites work
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- A ruin model with dependence between claim sizes and claim intervals
- An Introduction to Heavy-Tailed and Subexponential Distributions
- An extension to the renewal theorem and an application to risk theory
- Applied Probability and Queues
- Discrete and continuous time modulated random walks with heavy-tailed increments
- Extremes on the discounted aggregate claims in a time dependent risk model
- Large deviations and overflow probabilities for the general single-server queue, with applications
- Large deviations results for subexponential tails, with applications to insurance risk
- Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
- On a risk model with dependence between interclaim arrivals and claim sizes
- Reduced load equivalence under subexponentiality
- Residual life time at great age
- Ruin probabilities
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Tail probabilities for non-standard risk and queueing processes with subexponential jumps
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
Cited in
(8)- Computing survival probabilities based on stochastic differential models
- Hazard rate model and statistical analysis of a compound point process.
- Tail asymptotics for dependent subexponential differences
- Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- On exceedance times for some processes with dependent increments
- Ruin problem for a generalized Poisson process with reflection
- Ruin Problems with Worsening Risks or with Infinite Mean Claims
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