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Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

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2009Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims52 cited
2017Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments34 cited
2016Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims

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31 cited

2019Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest31 cited

2015Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model30 cited

2012A note on discounted compound renewal sums under dependency29 cited