Asymptotic finite-time ruin probabilities for a multidimensional risk model with subexponential claims

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Actuarial mathematics (91G05)

Cites Work

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Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims
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Asymptotic finite-time ruin probabilities for a bidimensional delay-claim risk model with subexponential claims
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Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
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Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims

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