The limit property of a risk model based on entrance processes
From MaRDI portal
Publication:5082864
DOI10.1080/03610918.2019.1659969OpenAlexW2972382026WikidataQ127319555 ScholiaQ127319555MaRDI QIDQ5082864
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1659969
Cites Work
- Unnamed Item
- Unnamed Item
- A note on a dependent risk model with constant interest rate
- Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims
- Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
- The limit behavior of a risk model based on entrance processes
- Ruin probability of the renewal model with risky investment and large claims
- Subexponentiality of the product of independent random variables
- Study of a risk model based on the entrance process
- Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
- Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
- On pairwise quasi-asymptotically independent random variables and their applications
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
- Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate
- The Finite Time Ruin Probability of a New Risk Model Based on Entrance Process
- A new risk model based on policy entrance process and its weak convergence properties
- Ruin probabilities and investment under interest force in the presence of regularly varying tails
- Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
This page was built for publication: The limit property of a risk model based on entrance processes
