On the random-time and finite-time ruin probability for widely dependent claim sizes and inter-arrival times

Documenti analoghi

• A Breiman's theorem for conditional dependent random vector and its applications to risk theory
  di: Cui, Zhaolei, et al.
  Pubblicazione: (2024)
• Precise large deviations of some risk objectives related to the net loss process in two nonstandard risk models
  di: Chen, Yang, et al.
  Pubblicazione: (2023)
• Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations
  di: Konstantinides, Dimitrios G.
  Pubblicazione: (2025)
• On discrete-time arrival processes and related random motions
  di: D'Onofrio, Giuseppe, et al.
  Pubblicazione: (2024)
• Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims
  di: Konstantinides, Dimitrios G., et al.
  Pubblicazione: (2024)