Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610926.2010.549992
Reference14 articles.
1. Exponential Behavior in the Presence of Dependence in Risk Theory
2. Extremes on the discounted aggregate claims in a time dependent risk model
3. Dependent Risk Models with Bivariate Phase-Type Distributions
4. On a risk model with dependence between interclaim arrivals and claim sizes
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