Ruin with insurance and financial risks following the least risky FGM dependence structure
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference24 articles.
1. On some limit theorems similar to the arc-sin law;Breiman;Theory Probab. Appl.,1965
2. On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications;Cai;J. Appl. Probab.,2004
3. The finite-time ruin probability with dependent insurance and financial risks;Chen;J. Appl. Probab.,2011
4. The finite time ruin probability with the same heavy-tailed insurance and financial risks;Chen;Acta Math. Appl. Sin. Engl. Ser.,2005
5. Convolution tails, product tails and domains of attraction;Cline;Probab. Theory Related Fields,1986
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks;Methodology and Computing in Applied Probability;2023-02-06
2. Asymptotic risk decomposition for regularly varying distributions with tail dependence;Applied Mathematics and Computation;2022-08
3. Second-Order Tail Behavior for Stochastic Discounted Value of Aggregate Net Losses in a Discrete-Time Risk Model;Journal of Theoretical Probability;2022-01-20
4. Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck–Goovaerts risk measure;Statistics & Probability Letters;2021-03
5. Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory;Journal of the Korean Statistical Society;2020-01-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3