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Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
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Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (2012)Asymptotic Results for Ruin Probability o…Uniform asymptotics of the finite-time ruin probability for all times (2012)Uniform asymptotics of the fi…Tail behavior of the product of two dependent random variables with applications to risk theory (2012)Tail behavior of the product …Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2011)Uniform Asymptotics for the F…A note on a dependent risk model with constant interest rate (2011)A note on a dependent risk mo…Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2010)Asymptotics for the ruin prob…Precise large deviations for dependent random variables with heavy tails (2009)Precise large deviations for …Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite (2004)Tail Asymptotics for the Supr…Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (2003)Precise estimates for the rui…Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution (2002)Large-Deviation Probabilities…Subexponentiality of the product of independent random variables (1994)Subexponentiality of the prod…Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (2018)Uniform asymptotics for the r…Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (2016)Asymptotic ruin probabilities…A Revisit to Asymptotic Ruin Probabilities for a Bidimensional Renewal Risk Model (2016)A Revisit to Asymptotic Ruin …Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables (2012)Asymptotic lower bounds of pr…Modelling Extremal Events (1997)Ruin probabilities in the presence of heavy-tails and interest rates (1998)Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models (2012)Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (2014)Applied Probability and Queues (1987)Modelling of extremal events in insurance and finance (1994)Lower limits and equivalences for convolution tails (2007)On a Theorem of Breiman and a Class of Random Difference Equations (2007)An Introduction to Copulas (1999)On the tails of waiting-time distributions (1975)Stochastic Processes in Queueing Theory (1976)Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (2006)Extremes and products of multivariate AC-product risks (2013)On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (2017)Determining Distribution for the Product of Random Variables by Using Copulas (2019)Subexponential distributions and integrated tails (1988)The theory of queues with a single server (1952)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (2004)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Subexponentiality and infinite divisibility (1979)A Note on Veraverbeke's Theorem (2004)A property of the renewal counting process with application to the finite-time ruin probability (2009)Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (2010)Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (2014)
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References

  • 1994Subexponentiality of the product of independent random variables362 cited
  • 2003Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks346 cited
  • 2009Precise large deviations for dependent random variables with heavy tails296 cited
  • 2011Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate235 cited
  • 2011A note on a dependent risk model with constant interest rate89 cited
  • 2012Tail behavior of the product of two dependent random variables with applications to risk theory85 cited
  • 2010Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims74 cited
  • 2004Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite68 cited
  • 2002Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution64 cited
  • 2012Uniform asymptotics of the finite-time ruin probability for all times61 cited

Cited by

  • 2012Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables39 cited
  • 2016A Revisit to Asymptotic Ruin Probabilities for a Bidimensional Renewal Risk Model36 cited
  • 2016Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims

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35 cited
  • 2018Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims31 cited