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Tail probability of randomly weighted sums of subexponential random variables under a dependence structure

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References

1997Modelling Extremal Events4,397 cited
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2010Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model156 cited
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2009Extremes on the discounted aggregate claims in a time dependent risk model137 cited
2007On a Theorem of Breiman and a Class of Random Difference Equations63 cited

Cited by

2016A Revisit to Asymptotic Ruin Probabilities for a Bidimensional Renewal Risk Model36 cited
2014Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks34 cited
2014Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks33 cited

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