Asymptotics for a time-dependent by-claim model with dependent subexponential claims

Author:

Yuan Meng,Lu DaweiORCID

Funder

Dalian High-Level Talent Innovation Program

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference36 articles.

1. Exponential behavior in the presence of dependence in risk theory;Albrecher;Journal of Applied Probability,2006

2. Extremes on the discounted aggregate claims in a time dependent risk model;Asimit;Scandinavian Actuarial Journal,2010

3. On some limit theorems similar to the arc-sin law;Breiman;Theory of Probability and Its Applications,1965

4. Bivariate regular variation among randomly weighted sums in general insurance;Chen;European Actuarial Journal,2019

5. A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks;Chen;Insurance: Mathematics and Economics,2017

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