Cover Image

Uniform asymptotics for a multidimensional renewal risk model with random number of delayed claims and multivariate subexponentiality

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Konstantinides, Dimitrios G., Passalidis, Charalampos D., Yuan, Meng
Format:	Preprint
Published:	2026
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Asymptotics for a nonstandard risk model with multivariate subexponential claims and constant interest force
by: Konstantinides, Dimitrios G., et al.
Published: (2026)

Asymptotics for aggregated interdependent multivariate subexponential claims with general investment returns
by: Chen, Zhangting, et al.
Published: (2025)

Multivariate subexponentiality and interplay of insurance and financial risks in a renwal risk model
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Joint tail of randomly weighted sums under generalized quasi asymptotic independence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Background risk model in presence of heavy tails under dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Heavy-tailed random vectros: theory and applications
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Closure properties and heavy tails: random vectors in the presence of dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

The Bivariate regular variation of randomly weighted sums revisited in the presence of interdependence
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Infinite-time ruin probability of a multivariate renewal risk model with Brownian perturbations
by: Konstantinides, Dimitrios G.
Published: (2025)

Random vectors in the presence of a single big jump
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

A new approach in two-dimensional heavy-tailed distributions
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Multivariate strong subexponential distributions: properties and applications
by: Passalidis, Charalampos D.
Published: (2025)

Tail behavior of randomly weighted sums with interdependent summands
by: Konstantinides, Dimitrios G., et al.
Published: (2025)

Closure properties in positively decreasing and related distributions under dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)

Asymptotics of randomly weighted sums without moment conditions of random weights
by: Gao, Qingwu, et al.
Published: (2026)

Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
by: Genga, Bingzhen, et al.
Published: (2025)

Uniform Concentration for $α$-subexponential Random Operators
by: Diao, Tiankun, et al.
Published: (2026)

Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices
by: Latała, Rafał, et al.
Published: (2023)

A subexponential version of Cramer's theorem
by: Ferré, Grégoire
Published: (2022)

The exact group-sparse recovery for block diagonal matrices with subexponential entries
by: Dai, Guozheng, et al.
Published: (2025)

Replicating a renewal process at random times
by: Godrèche, Claude, et al.
Published: (2023)

Tube formula for spherically contoured random fields with subexponential marginals
by: Kuriki, Satoshi, et al.
Published: (2025)

Long-time asymptotics for multivariate Hawkes processes with long-range interactions
by: Belmabrouk, Nadia
Published: (2026)

An asymptotic shape theorem for additive random linear growth models
by: Deshayes, Aurelia, et al.
Published: (2015)

Ordering results for extreme claim amounts based on random number of claims
by: Das, Sangita
Published: (2026)

Law of large numbers and central limit theorem for renewal Hawkes processes
by: Ruíz, Luis Iván Hernández
Published: (2023)

The asymptotic behavior of rarely visited edges of the simple random walk
by: Hu, Ze-Chun, et al.
Published: (2023)

Recurrence and transience of multidimensional elephant random walks
by: Qin, Shuo
Published: (2023)

Fluid limit of a distributed ledger model with random delay
by: Feng, Jiewei, et al.
Published: (2023)

Bounded-degree graphs of non-negative Ollivier-Ricci curvature have subexponential growth and diffusive random walk
by: Hutchcroft, Tom, et al.
Published: (2025)

Multidimensional Brownian risk models with random trend
by: Popivoda, Goran, et al.
Published: (2024)

Localization of a one-dimensional simple random walk among power-law renewal obstacles
by: Poisat, Julien, et al.
Published: (2022)

Complementary asymptotic analysis for a minimal random walk
by: Coletti, Cristian F., et al.
Published: (2024)

On a planar random motion with asymptotically correlated components
by: Marchione, Manfred Marvin, et al.
Published: (2024)

The number of random 2-SAT solutions is asymptotically log-normal
by: Chatterjee, Arnab, et al.
Published: (2024)

Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes
by: Foss, Sergey, et al.
Published: (2023)

Strong law of large numbers for a function of the local times of a transient random walk on groups
by: Chang, Yinshan, et al.
Published: (2025)

A local limit theorem for nonlattice multidimensional random walks in cones
by: Pham, Thi da Cam, et al.
Published: (2026)