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Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times
Chen, Yiqing
;
White, Toby
;
Yuen, Kam Chuen
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012491954
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Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
Yang Yang
;
Fan, Yahui
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 361-382
Persistent link: https://www.econbiz.de/10014520551
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