## Found 72 Documents (Results 1–72)

100
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### Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. (English)Zbl 1460.91298

MSC:  91G70 60G70
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MSC:  62-XX
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### Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima. (English)Zbl 07528702

MSC:  62E20 91B30 60G50 62-XX
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### A note on randomly weighted sums of dependent subexponential random variables. (English)Zbl 1439.60031

MSC:  60F15 62P05
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### Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process. (English)Zbl 1435.91148

MSC:  91G05 62P05
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### Tail probability of randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English)Zbl 1479.60088

MSC:  60G50 60K10 91G05
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### Bivariate regular variation among randomly weighted sums in general insurance. (English)Zbl 1422.91334

MSC:  91B30 62P05 62E20
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### Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest. (English)Zbl 1419.91363

MSC:  91B30 62P05 62E20 60J60
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MSC:  62-XX
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### The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks. (English)Zbl 07405685

MSC:  62-XX 62E20 62P05 91B30
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### Randomly weighted sums of dependent subexponential random variables with applications to risk theory. (English)Zbl 1396.62021

MSC:  62E20 91B30
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### The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks. (English)Zbl 1390.91197

MSC:  91B30 62P05
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### Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails. (English)Zbl 1401.60028

MSC:  60E99 62E20 62H20
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### A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation. (English)Zbl 1391.62195

MSC:  62P05 60K10 91B30
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### Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables. (English)Zbl 1368.60035

MSC:  60F15 60E10 60E07
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### Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. (English)Zbl 1364.91072

MSC:  91B30 62E10 62P05
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### Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails. (English)Zbl 1360.62068

MSC:  62E20 62P05
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### Closure properties of the second-order regular variation under convolutions. (English)Zbl 1360.60099

MSC:  60G70 62P05 91B30
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### Uniform approximation of the tail probability of weighted sums of subexponential random variables. (English)Zbl 1362.62039

MSC:  62E20 60E05 62P05 91B30
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### Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims. (English)Zbl 1382.91048

MSC:  91B30 60K10
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### Asymptotics for randomly weighted and stopped dependent sums. (English)Zbl 1338.62065

MSC:  62E20 62P05
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### Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. (English)Zbl 1401.91205

MSC:  91B30 62P05 62E10
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### Uniform asymptotic estimates for ruin probabilities with exponential Lévy process investment returns and two-sided linear heavy-tailed claims. (English)Zbl 1419.62297

MSC:  62P05 60K10 60G51 91B30
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### Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate. (English)Zbl 1334.62178

MSC:  62P05 62E20 91B30 60K10
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### Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices. (English)Zbl 1358.60028

MSC:  60E05 60G07 60K05 91B30
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### Randomly weighted sums of pairwise quasi upper-tail independent increments with application to risk theory. (English)Zbl 1328.62082

MSC:  62E20 62P05 91B30
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### Conditional tail expectation of randomly weighted sums with heavy-tailed distributions. (English)Zbl 1328.60040

MSC:  60E05 60F10 62E20
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### Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models. (English)Zbl 1349.91173

MSC:  91B30 60K10 60G51 91G10
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### Tail behavior of the sums of dependent and heavy-tailed random variables. (English)Zbl 1311.62019

MSC:  62E20 60G70
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### The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks. (English)Zbl 1313.91093

MSC:  91B30 62P05
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### Randomly weighted sums of subexponential random variables with application to capital allocation. (English)Zbl 1328.62089

MSC:  62E20 60G70 91G50
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### Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force. (English)Zbl 1309.91075

MSC:  91B30 60K20 62P05
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### Uniform asymptotics for the tail probability of weighted sums with heavy tails. (English)Zbl 1381.62045

MSC:  62E20 62G32 62P05
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### Randomly weighted sums of dependent random variables with dominated variation. (English)Zbl 1415.60055

MSC:  60G70 62E20 91B30
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### Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest. (English)Zbl 1291.91109

MSC:  91B30 60J60
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### Closure property and maximum of randomly weighted sums with heavy-tailed increments. (English)Zbl 1288.62078

MSC:  62G32 62H20 62E20
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### A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables. (English)Zbl 1291.91135

MSC:  91B30 60G70
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### Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims. (English)Zbl 1288.91119

MSC:  91B30 60K10 60G51
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### Asymptotic behavior of product of two heavy-tailed dependent random variables. (English)Zbl 1261.60020

MSC:  60E05 60F99
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### The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims. (English)Zbl 1296.91171

MSC:  91B30 60K10 62E20 62P05 60F10
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### A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. (English)Zbl 1291.91128

MSC:  91B30 62M10 91G10
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### Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. (English)Zbl 1334.62029

MSC:  62E20 60E05
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### Risk measures and multivariate extensions of Breiman’s theorem. (English)Zbl 1246.91060

MSC:  91B30 62P05
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### On the ruin probability in a dependent discrete time risk model with insurance and financial risks. (English)Zbl 1237.91142

MSC:  91B30 62P05 62E20 60F10
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### Randomly weighted sums of dependent subexponential random variables. (English)Zbl 1322.60076

MSC:  60G70 60E05 62H20 91B30
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### The ruin probability of a discrete-time risk model with a one-sided linear claim process. (English)Zbl 1241.91063

MSC:  91B30 62P05 62M10
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### Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims. (English)Zbl 1235.91111

MSC:  91B30 60K10
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### The maximum of randomly weighted sums with long tails in insurance and finance. (English)Zbl 1232.62136

MSC:  62P05 91B30 62E99
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### The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails. (English)Zbl 1232.91339

MSC:  91B30 60E05 62H20
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### Asymptotic tail probability of randomly weighted sums of dependent random variables with dominated variation. (English)Zbl 1209.62117

Acta Math. Appl. Sin., Engl. Ser. 27, No. 2, 277-280 (2011); erratum ibid. 27, No. 3, 560 (2011).
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### Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation. (English)Zbl 1206.60039

MSC:  60F99 60E99 91B30
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### Asymptotics of discounted aggregate claims for renewal risk model with risky investment. (English)Zbl 1237.62153

MSC:  62P05 91B30 60K10
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### Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. (English)Zbl 1205.62061

MSC:  62G32 62P05 60K10 62H20 62H05 91B30
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### Ruin probability in a one-sided linear model with constant interest rate. (English)Zbl 1189.91078

MSC:  91B30 60K05
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### Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims. (English)Zbl 1180.62154

MSC:  62P05 62E20 91B30 60F10
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MSC:  60F10
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MSC:  62E20
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### A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. (English)Zbl 1142.62090

MSC:  62P05 60K10 91B30
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### Sums of dependent nonnegative random variables with subexponential tails. (English)Zbl 1137.62310

MSC:  62E20 62G32 60G70
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### Finite-time ruin probability with heavy-tailed claims and constant interest rate. (English)Zbl 1132.91502

MSC:  91B30 62P05 62E20 60F10
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### Heavy tails of discounted aggregate claims in the continuous-time renewal model. (English)Zbl 1211.91152

MSC:  91B30 60G55 60G70
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### The subexponentiality of products revisited. (English)Zbl 1142.60012

MSC:  60E05 60G70
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### Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities. (English)Zbl 1112.62011

MSC:  62E20 91B30
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### Tail probabilities of randomly weighted sums of random variables with dominated variation. (English)Zbl 1095.60008

MSC:  60E05 60G70 91B30
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MSC:  62G32
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### Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. (English)Zbl 1136.91490

MSC:  91B30 62E20 62P05
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### The finite-time ruin probability of the compound Poisson model with constant interest force. (English)Zbl 1132.91500

MSC:  91B30 60G70 62P05
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