Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force
From MaRDI portal
Publication:5080280
DOI10.2298/FIL1901065GzbMath1499.91021OpenAlexW2991214701WikidataQ126640579 ScholiaQ126640579MaRDI QIDQ5080280
Publication date: 31 May 2022
Published in: Filomat (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/fil1901065g
Cites Work
- Unnamed Item
- Unnamed Item
- Precise large deviations for compound random sums in the presence of dependence structures
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
- Precise large deviations of random sums in presence of negative dependence and consistent variation
- A note on a dependent risk model with constant interest rate
- Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
- Precise large deviations for widely orthant dependent random variables with dominatedly varying tails
- Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
- A large deviation result for aggregate claims with dependent claim occurrences
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
- Precise large deviations for dependent random variables with heavy tails
- A property of the renewal counting process with application to the finite-time ruin probability
- Subexponentiality of the product of independent random variables
- Asymptotic lower bounds of precise large deviations with nonnegative and dependent random variables
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
- Precise large deviations of aggregate claims in a size-dependent renewal risk model
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims
- Precise large deviations of aggregate claim amount in a dependent renewal risk model
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
- Extremes on the discounted aggregate claims in a time dependent risk model
- Precise large deviations for the prospective-loss process
- Precise large deviations for sums of random variables with consistently varying tails
- PRECISE LARGE DEVIATIONS FOR AGGREGATE LOSS PROCESS IN A MULTI-RISK MODEL
- THE ULTIMATE RUIN PROBABILITY OF A DEPENDENT DELAYED-CLAIM RISK MODEL PERTURBED BY DIFFUSION WITH CONSTANT FORCE OF INTEREST
- Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
- Large deviations for heavy-tailed random sums in compound renewal model
This page was built for publication: Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force