The paper provides asymptotic estimates for the entrance probability of the discounted aggregate claim vector into rare sets in a multivariate renewal risk model with subexponential claims and general investment returns.
(2025) On the joint tail behavior of randomly weighted sums of dependent random variables with applications to ris k theory
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Uniform asymptotics are obtained for entrance probabilities of discounted claims into rare sets in a multidimensional renewal risk model with random delayed claims under multivariate subexponentiality.
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Asymptotics for aggregated interdependent multivariate subexponential claims with general investment returns
The paper provides asymptotic estimates for the entrance probability of the discounted aggregate claim vector into rare sets in a multivariate renewal risk model with subexponential claims and general investment returns.