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Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
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Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (2018)Uniform asymptotics for the ruin probabil…Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (2016)Asymptotic ruin probabilities…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…Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2010)Asymptotics for the ruin prob…A property of the renewal counting process with application to the finite-time ruin probability (2009)A property of the renewal cou…Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (2006)Asymptotic behaviour of the f…Tail Asymptotics for the Supremum of a Random Walk when the Mean Is not Finite (2004)Tail Asymptotics for the Supr…Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (2004)Asymptotics for the Finite Ti…Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution (2002)Large-Deviation Probabilities…Modelling Extremal Events (1997)Modelling Extremal EventsSubexponentiality of the product of independent random variables (1994)Subexponentiality of the prod…Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks (2003)Precise large deviations for dependent random variables with heavy tails (2009)Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables (2012)A Revisit to Asymptotic Ruin Probabilities for a Bidimensional Renewal Risk Model (2016)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)Large deviations of heavy-tailed random sums with applications in insurance and finance (1997)Large deviations for heavy-tailed random sums in compound renewal model (2001)On the tails of waiting-time distributions (1975)Stochastic Processes in Queueing Theory (1976)Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2011)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Subexponential distributions and integrated tails (1988)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Subexponentiality and infinite divisibility (1979)A Note on Veraverbeke's Theorem (2004)On the Time Value of Ruin (1998)Tail behavior of random sums under consistent variation with applications to the compound renewal risk model (2008)Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (2014)Empirical properties of asset returns: stylized facts and statistical issues (2001)Extreme Correlation of International Equity Markets (2001)Conditional value-at-risk for general loss distributions (2002)
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References

  • 1997Modelling Extremal Events4,397 cited
  • 1994Subexponentiality of the product of independent random variables362 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
  • 2004Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation59 cited
  • 2012Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model41 cited
  • 2009A property of the renewal counting process with application to the finite-time ruin probability39 cited
  • 2006Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes38 cited
  • 2016Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims35 cited

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