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Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
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Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables (2012)Asymptotic lower bounds of precise large …Uniform asymptotics of the finite-time ruin probability for all times (2012)Uniform asymptotics of the fi…Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (2012)Asymptotic Results for Ruin P…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…Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation (2010)Precise Large Deviations of R…Precise large deviations for dependent random variables with heavy tails (2009)Precise large deviations for …Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables (2008)Asymptotic Tail Probabilities…Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models (2007)Precise Large Deviations for …Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations (2006)Insensitivity to Negative Dep…Functional large deviations for multivariate regularly varying random walks (2005)Functional large deviations f…Precise large deviations for sums of random variables with consistently varying tails (2004)Precise large deviations for …Functional Large Deviations for Multivariate Regularly Varying Random Walks (2004)Functional Large Deviations f…Characterizations and Examples of Hidden Regular Variation (2004)Characterizations and Example…Large deviations for heavy-tailed random sums in compound renewal model (2001)Large deviations for heavy-ta…An Introduction to Copulas (1999)An Introduction to CopulasLarge Deviations of Heavy-Tailed Sums with Applications in Insurance (1998)Large Deviations of Heavy-Tai…Modelling of extremal events in insurance and finance (1994)Subexponentiality of the product of independent random variables (1994)Modelling Extremal Events (1997)On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications (2004)Large deviations for random walks under subexponentiality: the big-jump domain (2007)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)Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (2003)Necessary and sufficient conditions for moderate deviations of dependent random variables with heavy tails (2010)Ruin Probabilities (2000)Asymptotics for risk capital allocations based on Conditional Tail Expectation (2011)Single-big-jump principle in physical modeling (2019)Residual Life Time at Great Age (1974)Subexponential Distributions (2004)Improved algorithms for rare event simulation with heavy tails (2006)Large deviations for random walks under subexponentiality: The big-jump domain (2008)Extreme Values, Regular Variation and Point Processes (1987)Statistics for near independence in multivariate extreme values (1996)Dependence Measures for Extreme Value Analyses (1999)A New Class of Models for Bivariate Joint Tails (2008)Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps (2014)Large deviations of heavy-tailed random sums with applications in insurance and finance (1997)Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails (2002)The Theory of Assortative Matching Based on Costly Signals (2008)Tail behavior of the product of two dependent random variables with applications to risk theory (2012)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Tails of random sums of a heavy-tailed number of light-tailed terms (2007)Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2010)
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References

  • 1999An Introduction to Copulas7,743 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
  • 1998Large Deviations of Heavy-Tailed Sums with Applications in Insurance175 cited
  • 2008Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables125 cited
  • 2001Large deviations for heavy-tailed random sums in compound renewal model119 cited
  • 2004Precise large deviations for sums of random variables with consistently varying tails112 cited
  • 2004Characterizations and Examples of Hidden Regular Variation104 cited
  • 2006Insensitivity to Negative Dependence of the Asymptotic Behavior of Precise Large Deviations97 cited
  • 2011A note on a dependent risk model with constant interest rate89 cited
  • 2004Functional Large Deviations for Multivariate Regularly Varying Random Walks74 cited
  • 2005Functional large deviations for multivariate regularly varying random walks68 cited
  • 2012Uniform asymptotics of the finite-time ruin probability for all times61 cited
  • 2010Precise Large Deviations of Random Sums in Presence of Negative Dependence and Consistent Variation60 cited

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  • 2007Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models48 cited
  • 2012Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model41 cited
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