Xun, Baoyin; Wang, Kaiyong Precise large deviations of aggregate claims in a size-dependent and delayed risk model with WOD claims. (English) Zbl 07404239 J. Suzhou Univ. Sci. Technol., Nat. Sci. 38, No. 1, 29-37 (2021). MSC: 60F10 91G05 PDF BibTeX XML Cite \textit{B. Xun} and \textit{K. Wang}, J. Suzhou Univ. Sci. Technol., Nat. Sci. 38, No. 1, 29--37 (2021; Zbl 07404239) Full Text: DOI OpenURL
Xiao, Hongmin; Zhao, Hongyu; Wang, Zhankui The precise large deviations for a delayed-claims risk process of heavy-tailed variables in \(S\). (Chinese. English summary) Zbl 1463.60037 J. Henan Norm. Univ., Nat. Sci. 48, No. 3, 1-5 (2020). MSC: 60F10 91G40 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Henan Norm. Univ., Nat. Sci. 48, No. 3, 1--5 (2020; Zbl 1463.60037) Full Text: DOI OpenURL
Gao, Qingwu; Liu, Xijun Large deviations for the discounted aggregate claims in time-dependent risk model with constant interest force. (English) Zbl 07534266 Filomat 33, No. 1, 65-79 (2019). MSC: 91B05 60F10 60F05 PDF BibTeX XML Cite \textit{Q. Gao} and \textit{X. Liu}, Filomat 33, No. 1, 65--79 (2019; Zbl 07534266) Full Text: DOI OpenURL
Chen, Yiqing Comment on the work of Zhang et al. “Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process”. (English) Zbl 07459214 J. Inequal. Appl. 2019, Paper No. 186, 5 p. (2019). MSC: 60F10 60K05 60G40 91B30 PDF BibTeX XML Cite \textit{Y. Chen}, J. Inequal. Appl. 2019, Paper No. 186, 5 p. (2019; Zbl 07459214) Full Text: DOI OpenURL
Gütschow, Tobias; Hess, Klaus Th.; Schmidt, Klaus D. Separation of small and large claims on the basis of collective models. (English) Zbl 1416.91182 Scand. Actuar. J. 2018, No. 6, 529-544 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{T. Gütschow} et al., Scand. Actuar. J. 2018, No. 6, 529--544 (2018; Zbl 1416.91182) Full Text: DOI OpenURL
Zhang, Shuo; Wang, Dehui; Yu, Shihang Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process. (English) Zbl 1362.60026 J. Inequal. Appl. 2017, Paper No. 82, 7 p. (2017). MSC: 60F10 60K05 60G40 91B30 PDF BibTeX XML Cite \textit{S. Zhang} et al., J. Inequal. Appl. 2017, Paper No. 82, 7 p. (2017; Zbl 1362.60026) Full Text: DOI OpenURL
Zhou, Zhihan; Chen, Cen; He, Jijiao; Wang, Shijie Precise large deviations of a compound renewal risk model with regression-type size-dependence structure. (Chinese. English summary) Zbl 1389.60104 J. Univ. Sci. Technol. China 46, No. 11, 907-911, 962 (2016). MSC: 60K05 60F10 91B30 PDF BibTeX XML Cite \textit{Z. Zhou} et al., J. Univ. Sci. Technol. China 46, No. 11, 907--911, 962 (2016; Zbl 1389.60104) Full Text: DOI OpenURL
Yang, Yang; Sha, Liwei Precise large deviations for aggregate claims. (English) Zbl 1342.60039 Commun. Stat., Theory Methods 45, No. 10, 2801-2809 (2016). MSC: 60F10 60K05 60G50 60E15 62H20 91B30 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{L. Sha}, Commun. Stat., Theory Methods 45, No. 10, 2801--2809 (2016; Zbl 1342.60039) Full Text: DOI OpenURL
Jiang, Tao; Cui, Sheng; Ming, Ruixing Large deviations for the stochastic present value of aggregate claims in the renewal risk model. (English) Zbl 1330.60049 Stat. Probab. Lett. 101, 83-91 (2015). MSC: 60F10 60G51 60K05 91B30 PDF BibTeX XML Cite \textit{T. Jiang} et al., Stat. Probab. Lett. 101, 83--91 (2015; Zbl 1330.60049) Full Text: DOI OpenURL
Bank, Peter; Kramkov, Dmitry A model for a large investor trading at market indifference prices. II: Continuous-time case. (English) Zbl 1338.91123 Ann. Appl. Probab. 25, No. 5, 2708-2742 (2015). MSC: 91G10 91G20 52A41 60G60 PDF BibTeX XML Cite \textit{P. Bank} and \textit{D. Kramkov}, Ann. Appl. Probab. 25, No. 5, 2708--2742 (2015; Zbl 1338.91123) Full Text: DOI arXiv Euclid OpenURL
Hashorva, Enkelejd; Ling, Chengxiu; Peng, Zuoxiang Modeling of censored bivariate extremal events. (English) Zbl 1306.62209 J. Korean Stat. Soc. 43, No. 3, 323-338 (2014). MSC: 62N02 62G32 62G20 60G70 PDF BibTeX XML Cite \textit{E. Hashorva} et al., J. Korean Stat. Soc. 43, No. 3, 323--338 (2014; Zbl 1306.62209) Full Text: DOI Link OpenURL
Xiao, Hongmin; Wang, Ying; Cui, Yanjun The precise large deviations for a delayed-claims risk model of heavy-tailed random variables in \(D\cap L\). (Chinese. English summary) Zbl 1289.60030 J. Northwest Norm. Univ., Nat. Sci. 49, No. 2, 14-19 (2013). MSC: 60F10 91B30 PDF BibTeX XML Cite \textit{H. Xiao} et al., J. Northwest Norm. Univ., Nat. Sci. 49, No. 2, 14--19 (2013; Zbl 1289.60030) OpenURL
Chen, Yiqing; Yuen, Kam C. Precise large deviations of aggregate claims in a size-dependent renewal risk model. (English) Zbl 1284.60057 Insur. Math. Econ. 51, No. 2, 457-461 (2012). MSC: 60F10 91B30 60K05 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{K. C. Yuen}, Insur. Math. Econ. 51, No. 2, 457--461 (2012; Zbl 1284.60057) Full Text: DOI OpenURL
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel Ruin problems under IBNR dynamics. (English) Zbl 1275.91079 Appl. Stoch. Models Bus. Ind. 27, No. 6, 619-632 (2011). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Trufin} et al., Appl. Stoch. Models Bus. Ind. 27, No. 6, 619--632 (2011; Zbl 1275.91079) Full Text: DOI Link OpenURL
Yin, Juliang Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor. (English) Zbl 1230.60064 Bull. Sci. Math. 135, No. 8, 883-895 (2011). MSC: 60H10 60H20 91B24 PDF BibTeX XML Cite \textit{J. Yin}, Bull. Sci. Math. 135, No. 8, 883--895 (2011; Zbl 1230.60064) Full Text: DOI OpenURL
Gao, Fuqing; Yan, Jun Sample path large and moderate deviations for risk model with delayed claims. (English) Zbl 1231.91186 Insur. Math. Econ. 45, No. 1, 74-80 (2009). MSC: 91B30 60F10 PDF BibTeX XML Cite \textit{F. Gao} and \textit{J. Yan}, Insur. Math. Econ. 45, No. 1, 74--80 (2009; Zbl 1231.91186) Full Text: DOI OpenURL
Vilar-Zanón, José L.; Lozano-Colomer, Cristina On Pareto conjugate priors and their application to large claims reinsurance premium calculation. (English) Zbl 1154.62023 Astin Bull. 37, No. 2, 405-428 (2007). MSC: 62F15 62P05 62G32 60G70 65C60 PDF BibTeX XML Cite \textit{J. L. Vilar-Zanón} and \textit{C. Lozano-Colomer}, ASTIN Bull. 37, No. 2, 405--428 (2007; Zbl 1154.62023) Full Text: DOI OpenURL
Silvestrov, Dmitrii; Teugels, Jozef; Masol, Viktoriya; Malyarenko, Anatoliy Innovation methods, algorithms, and software for analysis of reinsurance contracts. (English) Zbl 1142.62093 Theory Stoch. Process. 12, No. 28, Part 3-4, 203-238 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P05 62G32 65C05 91B30 PDF BibTeX XML Cite \textit{D. Silvestrov} et al., Theory Stoch. Process. 12(28), No. 3--4, 203--238 (2006; Zbl 1142.62093) OpenURL
Albrecher, Hansjörg; Asmussen, Søren Ruin probabilities and aggregate claims distributions for shot noise Cox processes. (English) Zbl 1129.91022 Scand. Actuar. J. 2006, No. 2, 86-110 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Asmussen}, Scand. Actuar. J. 2006, No. 2, 86--110 (2006; Zbl 1129.91022) Full Text: DOI OpenURL
Asmussen, Søren; Møller, Jakob R. Risk comparisons of premium rules: Optimality and a life insurance study. (English) Zbl 1024.62040 Insur. Math. Econ. 32, No. 3, 331-344 (2003). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{S. Asmussen} and \textit{J. R. Møller}, Insur. Math. Econ. 32, No. 3, 331--344 (2003; Zbl 1024.62040) Full Text: DOI OpenURL
Rootzén, Holger; Tajvidi, Nader Extreme value statistics and wind storm losses: A case study. (English) Zbl 0926.62104 Scand. Actuarial J. 1997, No. 1, 70-94 (1997). MSC: 62P05 60G70 PDF BibTeX XML Cite \textit{H. Rootzén} and \textit{N. Tajvidi}, Scand. Actuarial J. 1997, No. 1, 70--94 (1997; Zbl 0926.62104) Full Text: DOI OpenURL
Mikosch, T. Heavy-tailed modelling in insurance. (English) Zbl 0916.62073 Commun. Stat., Stochastic Models 13, No. 4, 799-815 (1997). MSC: 62P05 60G70 PDF BibTeX XML Cite \textit{T. Mikosch}, Commun. Stat., Stochastic Models 13, No. 4, 799--815 (1997; Zbl 0916.62073) Full Text: DOI OpenURL
Nanthakumar, A.; Dargahi-Noubary, G. R. A method for estimation of ruin probability based on large claims. (English) Zbl 0876.60004 J. Appl. Stat. Sci. 5, No. 1, 47-59 (1997). MSC: 60C05 60E99 PDF BibTeX XML Cite \textit{A. Nanthakumar} and \textit{G. R. Dargahi-Noubary}, J. Appl. Stat. Sci. 5, No. 1, 47--59 (1997; Zbl 0876.60004) OpenURL
Weba, Michael Fitting a parametric distribution for large claims in case of censored or partitioned data. (English) Zbl 0779.62098 Insur. Math. Econ. 12, No. 2, 155-165 (1993). MSC: 62P05 62F10 PDF BibTeX XML Cite \textit{M. Weba}, Insur. Math. Econ. 12, No. 2, 155--165 (1993; Zbl 0779.62098) Full Text: DOI OpenURL
Klüppelberg, Claudia Asymptotic ordering of risks and ruin probabilities. (English) Zbl 0787.62112 Insur. Math. Econ. 12, No. 3, 259-264 (1993). Reviewer: E.Di Lorenzo (Napoli) MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{C. Klüppelberg}, Insur. Math. Econ. 12, No. 3, 259--264 (1993; Zbl 0787.62112) Full Text: DOI OpenURL
Michel, Reinhard On probabilities of large claims that are compound Poisson distributed. (English) Zbl 0783.62084 Bl., Dtsch. Ges. Versicherungsmath. 21, No. 2, 207-211 (1993). MSC: 62P05 PDF BibTeX XML Cite \textit{R. Michel}, Bl., Dtsch. Ges. Versicherungsmath. 21, No. 2, 207--211 (1993; Zbl 0783.62084) Full Text: DOI OpenURL
Beirlant, Jan; Teugels, Jozef L. Modeling large claims in non-life insurance. (English) Zbl 0753.62074 Insur. Math. Econ. 11, No. 1, 17-29 (1992). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{J. Beirlant} and \textit{J. L. Teugels}, Insur. Math. Econ. 11, No. 1, 17--29 (1992; Zbl 0753.62074) Full Text: DOI OpenURL
Beirlant, Jan; Teugels, Jozef L. Limit distributions for compounded sums of extreme order statistics. (English) Zbl 0759.62009 J. Appl. Probab. 29, No. 3, 557-574 (1992). Reviewer: E.Häusler (Gießen) MSC: 62E20 60G70 62G30 26A12 60F05 60K05 PDF BibTeX XML Cite \textit{J. Beirlant} and \textit{J. L. Teugels}, J. Appl. Probab. 29, No. 3, 557--574 (1992; Zbl 0759.62009) Full Text: DOI OpenURL
Aebi, Markus; Embrechts, Paul; Mikosch, Thomas A large claim index. (English) Zbl 0766.62061 Mitt., Schweiz. Ver. Versicherungsmath. 1992, No. 2, 143-156 (1992). Reviewer: G.Lord (Princeton) MSC: 62P05 91B82 PDF BibTeX XML Cite \textit{M. Aebi} et al., Mitt., Schweiz. Ver. Versicherungsmath. 1992, No. 2, 143--156 (1992; Zbl 0766.62061) OpenURL
Kremer, Erhard Large claims in credibility. (English) Zbl 0738.62097 Bl., Dtsch. Ges. Versicherungsmath. 20, No. 2, 123-150 (1991). Reviewer: W.R.Heilmann (Karlsruhe) MSC: 62P05 62F35 91B30 PDF BibTeX XML Cite \textit{E. Kremer}, Bl., Dtsch. Ges. Versicherungsmath. 20, No. 2, 123--150 (1991; Zbl 0738.62097) Full Text: DOI OpenURL
Reiss, Rolf-Dieter Statistical inference based on large claims via Poisson approximation. I: Poisson random variables. (English) Zbl 0685.62086 Bl., Dtsch. Ges. Versicherungsmath. 19, No. 1, 1-5 (1989). MSC: 62P05 PDF BibTeX XML Cite \textit{R.-D. Reiss}, Bl., Dtsch. Ges. Versicherungsmath. 19, No. 1, 1--5 (1989; Zbl 0685.62086) Full Text: DOI OpenURL
Björk, Tomas; Grandell, Jan Exponential inequalities for ruin probabilities in the Cox case. (English) Zbl 0668.62072 Scand. Actuarial J. 1988, No. 1-2, 77-111 (1988). Reviewer: E.Shiu MSC: 62P05 60K20 PDF BibTeX XML Cite \textit{T. Björk} and \textit{J. Grandell}, Scand. Actuarial J. 1988, No. 1--2, 77--111 (1988; Zbl 0668.62072) Full Text: DOI OpenURL
Embrechts, P.; Villasenor, J. A. Ruin estimates for large claims. (English) Zbl 0666.62098 Insur. Math. Econ. 7, No. 4, 269-274 (1988). MSC: 62P05 PDF BibTeX XML Cite \textit{P. Embrechts} and \textit{J. A. Villasenor}, Insur. Math. Econ. 7, No. 4, 269--274 (1988; Zbl 0666.62098) Full Text: DOI OpenURL
Kremer, E. On robust premium principles. (English) Zbl 0609.62135 Insur. Math. Econ. 5, 271-274 (1986). MSC: 62P05 PDF BibTeX XML Cite \textit{E. Kremer}, Insur. Math. Econ. 5, 271--274 (1986; Zbl 0609.62135) Full Text: DOI OpenURL
Teugels, Jozef L. Extreme values in insurance mathematics. (English) Zbl 0551.62071 Statistical extremes and applications, Proc. NATO Adv. Study Inst., Vimeiro/Port. 1983, NATO ASI Ser., Ser. C 131, 253-259 (1984). MSC: 62P05 PDF BibTeX XML OpenURL
Embrechts, P.; Veraverbeke, N. Estimates for the probability of ruin with special emphasis on the possibility of large claims. (English) Zbl 0518.62083 Insur. Math. Econ. 1, 55-72 (1982). MSC: 62P05 60G50 PDF BibTeX XML Cite \textit{P. Embrechts} and \textit{N. Veraverbeke}, Insur. Math. Econ. 1, 55--72 (1982; Zbl 0518.62083) Full Text: DOI OpenURL