Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362994.2013.741386
Reference16 articles.
1. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks
2. A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random Processes
3. Subexponentiality of the product of independent random variables
4. Large-Deviation Probabilities for Maxima of Sums of Independent Random Variables with Negative Mean and Subexponential Distribution
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3. Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims;Stochastics;2023-01-09
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