Uniform asymptotics for discounted aggregate claims in dependent multi-risk model
From MaRDI portal
Publication:5078279
DOI10.1080/03610926.2017.1417435OpenAlexW2784302493MaRDI QIDQ5078279
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1417435
uniformityLévy processdependenceconsistently varying tailmulti-risk modeldiscounted aggregate claims
Cites Work
- Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model
- Asymptotics in a time-dependent renewal risk model with stochastic return
- Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
- On the renewal risk process with stochastic interest
- Some concepts of negative dependence
- Power tailed ruin probabilities in the presence of risky investments.
- Negative association of random variables, with applications
- On Cramér-like asymptotics for risk processes with stochastic return on investments
- Risk theory in a stochastic economic environment
- Ruin probabilities and penalty functions with stochastic rates of interest
- Characterizations and examples of hidden regular variation
- Tail asymptotics for exponential functionals of Lévy processes
- Ruin probabilities for a~risk process with stochastic return on investments.
- Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
- Ruin theory with stochastic return on investments
- Precise large deviations for sums of random variables with consistently varying tails
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models
- Some Concepts of Dependence
This page was built for publication: Uniform asymptotics for discounted aggregate claims in dependent multi-risk model