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Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
8 references·0 citing·20 second hop
Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (2014)Asymptotic finite-time ruin probability f…An Introduction to Heavy-Tailed and Subexponential Distributions (2013)An Introduction to Heavy-Tail…Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models (2012)Uniform asymptotics for the f…The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (2011)The Finite-Time Ruin Probabil…An Introduction to Heavy-Tailed and Subexponential Distributions (2011)An Introduction to Heavy-Tail…Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2010)Asymptotics for the ruin prob…A uniform asymptotic estimate for discounted aggregate claims with subexponential tails (2008)A uniform asymptotic estimate…On the ruin probabilities of a bidimensional perturbed risk model (2006)On the ruin probabilities of …Modelling of extremal events in insurance and finance (1994)Modelling of extremal events …Extreme Values, Regular Variation and Point Processes (1987)Conditional value-at-risk for general loss distributions (2002)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Top Incomes in the Long Run of History (2011)Subexponentiality of the product of independent random variables (1994)Multivariate Models and Dependence Concepts (1998)Continuous Martingales and Brownian Motion (1999)Modelling Extremal Events (1997)Applied Probability and Queues (1987)Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (2012)An Introduction to Copulas (1999)Stochastic Processes for Insurance and Finance (2001)A Two-Dimensional Risk Model with Proportional Reinsurance (2011)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Risk theory in a stochastic economic environment (1993)Microeconomic Origins of Macroeconomic Tail Risks (2015)Microeconomic Origins of Macroeconomic Tail Risks (2016)A model framework for discovering the spatio-temporal usage patterns of public free-floating bike-sharing system (2019)Randomly weighted sums of subexponential random variables with application to capital allocation (2014)Single-big-jump principle in physical modeling (2019)
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References

  • 1994Modelling of extremal events in insurance and finance3,519 cited
  • 2013An Introduction to Heavy-Tailed and Subexponential Distributions537 cited
  • 2011An Introduction to Heavy-Tailed and Subexponential Distributions296 cited
  • 2012Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models86 cited
  • 2008A uniform asymptotic estimate for discounted aggregate claims with subexponential tails80 cited
  • 2010Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims74 cited
  • 2006On the ruin probabilities of a bidimensional perturbed risk model74 cited
  • 2011The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks59 cited

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