Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims ☆

By Yang Yang, Yuebao Wang. 2010

54 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/2f13e7b90641dadd7658b8dc95ba8d7d15e71965

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. Kaiyong Wang
2. Qingwu Gao
3. Yuebao Wang

In Finance

1. Yuebao Wang
2. Kaiyong Wang
3. Qingwu Gao

In Management Science and Operations Research

1. Kaiyong Wang
2. Yuebao Wang
3. Qingwu Gao

Citations in the corpus

• Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2013, background): “2. We will cancel the condition that J − > 0 in the results of Li et al. (2009 )a nd Yang and Wang (2010) .”