Bivariate regular variation among randomly weighted sums in general insurance
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Publication:2323677
DOI10.1007/s13385-019-00197-yzbMath1422.91334OpenAlexW2922509799WikidataQ128228667 ScholiaQ128228667MaRDI QIDQ2323677
Publication date: 3 September 2019
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-019-00197-y
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Related Items (10)
Interplay of financial and insurance risks in dependent discrete-time risk models ⋮ Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations ⋮ Asymptotics for a time-dependent by-claim model with dependent subexponential claims ⋮ A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory* ⋮ Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance ⋮ Uniform approximation for the tail behavior of bidimensional randomly weighted sums ⋮ Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims ⋮ A Kesten-type bound for sums of randomly weighted subexponential random variables ⋮ Asymptotics for ultimate ruin probability in a by-claim risk model ⋮ Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables
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