Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
By Qihe Tang. 2004
67 citations recorded by the source corpus.
Subfields: Demography, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/4dd8ae4ae847a2fef223ec7e6ad048016eb58e1b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
- Yiqing Chen
- Kai Wang Ng
- Yuebao Wang
- Kaiyong Wang
- Qingwu Gao
- Jelena Kočetova
- Johan Segers
- Remigijus Leipus
In Finance
- Yuebao Wang
- Yiqing Chen
- Christian-Yann Robert
- Kai Wang Ng
- Kam Chuen Yuen
- Kaiyong Wang
- Qingwu Gao
- Jelena Kočetova
In Management Science and Operations Research
- Yiqing Chen
- Kai Wang Ng
- Yuebao Wang
- Kaiyong Wang
- Kam Chuen Yuen
- Qingwu Gao
- Jelena Kočetova
- Johan Segers
Citations in the corpus
- Tails of random sums of a heavy-tailed number of light-tailed terms (2007, background): “The concept of consistent variation has been proven useful in various papers in queueing systems and ruin theory (Cai and Tang, 2004; Kaas and Tang, 2005; Ng et al., 2004; Tang, 2004).”
- Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2013, background): “∞ for some v> J + + 1, Theorem 3.1 of Tang (2004) obtained Eq. 1.10 holds uniformly for t ∈ � . Hence, Corollary 1.2 has canceled the moment condition EY v”
- Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (2011, background): “Tang [6] proved that the relation ψ(x, t) ∼ 1 μ ∫ x+μλ(t)”
- A property of the renewal counting process with application to the finite-time ruin probability (2009, result): “The following result was proved by Tang [ 10 ]:”