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The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Chen, Yiqing
;
Ng, Kai W.
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 415-423
Persistent link: https://www.econbiz.de/10007604758
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Precise large deviations of aggregate claims in a size-dependent renewal risk model
Chen, Yiqing
;
Yuen, Kam C.
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 457-462
Persistent link: https://www.econbiz.de/10010011628
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