A uniform asymptotic estimate for discounted aggregate claims with subexponential tails

By Xuemiao Hao, Qihe Tang. 2008

91 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/b7916c65ea30df889f4fcff9abb3487005a6db2b

How researchers see this paper

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

In Artificial Intelligence

1. Qingwu Gao
2. Yuebao Wang

In Management Science and Operations Research

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

In Mathematical Physics

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

Citations in the corpus

• Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate (2013, background): “and the inter-arrival times, Yn, n ≥ 1, are also i.i.d., Tang (2007) and Hao and Tang (2008) have investigated the asymptotics of P(Dδ(t )> x). Now we will consider the dependent case.”