Uniform asymptotics of the finite-time ruin probability for all times☆

By Yuebao Wang, Zhaolei Cui, Kaiyong Wang, Xiuli Ma. 2012

76 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/31cbdc8fedb5cd5f332a0e827d817d7685d6f69e

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. Chen Xu
2. Shuhe Hu
3. Tien-Chung Hu
4. Xuejun Wang
5. Andrei Volodin

In Finance

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

In Management Science and Operations Research

1. Shuhe Hu
2. Xuejun Wang
3. Andrei Volodin
4. Chen Xu
5. Tien-Chung Hu
6. Aiting Shen
7. Anna Kuczmaszewska

Citations in the corpus

• On complete convergence for widely orthant-dependent random variables and its applications in nonparametric regression models (2014, background): “Wang et al. (2012) studied the asymptotics of the finite-time ruin probability for a generalized renewal risk model with independent strong subexponential claim sizes and widely lower orthant dependent inter-occurrence times.”