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The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims

https://doi.org/10.1016/j.jkss.2011.08.006
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s10687-008-0057-3openalex-snapshot
Tail behavior of random sums under consistent variation with applications to the compound renewal risk model
inferredcites →https://doi.org/10.1007/s10986-009-9053-9openalex-snapshot
Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications
inferredcites →https://doi.org/10.1016/j.insmatheco.2005.01.004openalex-snapshot
A large deviation result for aggregate claims with dependent claim occurrences
inferredcites →https://doi.org/10.1016/j.spl.2009.09.023openalex-snapshot
Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
inferredcites →https://doi.org/10.1016/s0167-6687(00)00045-7openalex-snapshot
Ruin under interest force and subexponential claims: a simple treatment
inferredcites →https://doi.org/10.1016/s0167-6687(02)00189-0openalex-snapshot
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
inferredcites →https://doi.org/10.1016/s0167-7152(00)00231-5openalex-snapshot
Large deviations for heavy-tailed random sums in compound renewal model
inferredcites →https://doi.org/10.1017/s0021900200000656openalex-snapshot
The finite-time ruin probability of the compound Poisson model with constant interest force
inferredcites →https://doi.org/10.1023/b:extr.0000031178.19509.57openalex-snapshot
Randomly Weighted Sums of Subexponential Random Variables with Application to Ruin Theory
inferredcites →https://doi.org/10.1080/03461230510006982openalex-snapshot
Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
inferredcites →https://doi.org/10.1080/03461230601165029openalex-snapshot
Association and heterogeneity of insured lifetimes in the Lee–Carter framework
inferredcites →https://doi.org/10.1080/03461238.1998.10413991openalex-snapshot
Ruin probabilities in the presence of heavy-tails and interest rates
inferredcites →https://doi.org/10.1080/03610928108828041openalex-snapshot
Multivariate negative dependence
inferredcites →https://doi.org/10.1080/03610928108828102openalex-snapshot
Positive dependence in multivariate distributions
inferredcites →https://doi.org/10.1080/15326340701826898openalex-snapshot
Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
inferredcites →https://doi.org/10.1214/aop/1176993784openalex-snapshot
Some Concepts of Negative Dependence
inferredcites →https://doi.org/10.1214/aos/1176346079openalex-snapshot
Negative Association of Random Variables with Applications
inferredcites →https://doi.org/10.1239/jap/1208358953openalex-snapshot
Sums of Dependent Nonnegative Random Variables with Subexponential Tails

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4640754openalex-extracted
inferred← citeshttps://doi.org/10.1007/s10986-021-09546-5openalex-snapshot
Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
inferred← citeshttps://doi.org/10.1007/s10986-025-09664-4openalex-snapshot
Asymptotic estimates for systemic risk with dependent heavy-tailed losses
inferred← citeshttps://doi.org/10.1007/s11009-021-09862-wopenalex-snapshot
Second Order Asymptotics for Infinite-Time Ruin Probability in a Compound Renewal Risk Model
inferred← citeshttps://doi.org/10.1007/s11009-024-10103-zopenalex-snapshot
Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims
inferred← citeshttps://doi.org/10.1007/s11766-024-4213-6openalex-snapshot
Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
inferred← citeshttps://doi.org/10.1007/s13160-021-00472-0openalex-snapshot
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims
inferred← citeshttps://doi.org/10.1016/j.jmaa.2012.08.060openalex-snapshot
Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
inferred← citeshttps://doi.org/10.1016/j.spl.2023.110013openalex-snapshot
Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns
inferred← citeshttps://doi.org/10.1080/03610926.2012.759974openalex-snapshot
Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process
inferred← citeshttps://doi.org/10.1080/03610926.2015.1006787openalex-snapshot
On extremal behavior of aggregation of largest claims
inferred← citeshttps://doi.org/10.1080/03610926.2021.1944215openalex-snapshot
Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
inferred← citeshttps://doi.org/10.1080/03610926.2022.2055072openalex-snapshot
Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims
inferred← citeshttps://doi.org/10.1080/03610926.2022.2122840openalex-snapshot
The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes*
inferred← citeshttps://doi.org/10.1080/03610926.2024.2379040openalex-snapshot
Asymptotics for ruin probabilities of a bidimensional risk model with a random number of delayed claims
inferred← citeshttps://doi.org/10.1080/03610926.2024.2386411openalex-snapshot
Asymptotic estimates for ruin probabilities in a bidimensional delay-claim risk model with subexponential claims
inferred← citeshttps://doi.org/10.2298/fil2106879gopenalex-snapshot
On the Kesten-type inequality for randomly weighted sums with applications to an operational risk model
inferred← citeshttps://doi.org/10.3390/math12192969openalex-snapshot
Asymptotics for Finite-Time Ruin Probabilities of a Dependent Bidimensional Risk Model with Stochastic Return and Subexponential Claims
inferred← citeshttps://doi.org/10.4310/sii.2015.v8.n1.a1openalex-snapshot
Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model
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