Subject class page
62P05
4 articles
Showing 1-4 of 4
| Article | Title | Journal | Published |
|---|---|---|---|
| JMI-17-54 | Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals |
JMI
Journal of Mathematical Inequalities
|
Volume 17,
Issue 3
09/2023
|
| JMI-15-95 | Uniform asymptotics for the tail of the discounted aggregate claims with UTAI claim sizes |
JMI
Journal of Mathematical Inequalities
|
Volume 15,
Issue 4
12/2021
|
| JMI-14-69 | Asymptotic bounds for precise large deviations in a compound risk model under dependence structures |
JMI
Journal of Mathematical Inequalities
|
Volume 14,
Issue 4
12/2020
|
| MIA-23-03 | Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios |
MIA
Mathematical Inequalities & Applications
|
Volume 23,
Issue 1
01/2020
|