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Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims

Lin, Jianxi - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 422-429

Persistent link: https://www.econbiz.de/10009672174

Measure, probability, and mathematical finance : a problem oriented approach

Gan, Guojun; Ma, Chaoqun; Xie, Hong - 2014

Persistent link: https://www.econbiz.de/10010361562

Multifractal volatility : theory, forecasting, and pricing

Calvet, Laurent E.; Fisher, Adlai - 2008

Persistent link: https://www.econbiz.de/10003719647

The advance in partial distribution : a new mathematical tool for economic management

Dai, Feng; Liang, Ling - 2005

In this paper, the Partial Distribution (PD) and multivariate Partial Distribution (MPD) are presented in their concepts, properties and applications, and PD is compared with the lognormal and the levy distribution. Though the levy distribution is better to describe the exchange returns in...

Persistent link: https://www.econbiz.de/10011513110

Precise local large deviations for heavy-tailed random sums with applications to risk models

Zhang, Qiuying; Cheng, Fengyang - In: Scandinavian actuarial journal (2018) 5, pp. 450-463

Persistent link: https://www.econbiz.de/10011881464

Model-based and empirical analyses of stochastic fluctuations in economy and finance

Zadourian, Rubina - 2018

Persistent link: https://www.econbiz.de/10011914214

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

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

On the compound binomial risk model with delayed claims and randomized dividends

Wat, Kam Pui; Yuen, Kam Chuen; Li, Wai Keung; Wu, Xueyuan - In: Risks : open access journal 6 (2018) 1, pp. 1-13

function, which entails a number of important quantities in ruin theory, within the framework of the compound binomial …

Persistent link: https://www.econbiz.de/10011811540

Parisian types of ruin probabilities for a class of dependent risk-reserve processes

Bladt, Mogens; Nielsen, Bo Friis; Peralta, Oscar - In: Scandinavian actuarial journal 2019 (2019) 1, pp. 32-61

Persistent link: https://www.econbiz.de/10012194929

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