Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

By Kaiyong Wang, Yuebao Wang, Qingwu Gao. 2013

251 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/220b233250909220399b4dc8969870e7ec56accd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. P. Chen
2. Chen Xu
3. D. Qiu
4. Shuhe Hu
5. Tien-Chung Hu
6. Xuejun Wang
7. Andrei Volodin

In Finance

1. P. Chen
2. Chen Xu
3. D. Qiu
4. Shuhe Hu
5. Tien-Chung Hu
6. Xuejun Wang
7. Andrei Volodin
8. Aiting Shen

In Management Science and Operations Research

1. Shuhe Hu
2. Xuejun Wang
3. Andrei Volodin
4. P. Chen
5. Chen Xu
6. D. Qiu
7. Tien-Chung Hu
8. Aiting Shen

Citations in the corpus

• Complete and complete moment convergence for weighted sums of widely orthant dependent random variables (2014, background): “[22] pointed out that the widely dependent random variables contain common negatively dependent random variables, some positively dependent random variables and some others by some interesting examples.”
• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (2014, background): “One of the important dependence structure is the wide dependence structure, which was introduced by Wang et al. (2013) as follows.”