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Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106
Persistent link: https://www.econbiz.de/10011312084
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On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Dutang, Christophe; Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 774-785
Persistent link: https://www.econbiz.de/10010227872
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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
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The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
Sun, Ying; Wei, Li - In: Insurance / Mathematics & economics 59 (2014), pp. 178-183
Persistent link: https://www.econbiz.de/10010469138
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Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong; Li, Jinzhu - In: Insurance / Mathematics & economics 58 (2014), pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
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Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
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A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Chen, Yiqing; Yuan, Zhongyi - In: Insurance / Mathematics & economics 73 (2017), pp. 75-81
Persistent link: https://www.econbiz.de/10011702058
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Interplay of subexponential and dependent insurance and financial risks
Chen, Yiqing - In: Insurance / Mathematics & economics 77 (2017), pp. 78-83
Persistent link: https://www.econbiz.de/10011783904
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Asymptotics for a time-dependent by-claim model with dependent subexponential claims
Yuan, Meng; Lu, Dawei - In: Insurance / Mathematics & economics 112 (2023), pp. 120-141
Persistent link: https://www.econbiz.de/10014446748