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.
(2009) Sums of pairwise quasi-asymptotic independent random variables with consistent variation
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.