Jaunė, Eglė; Šiaulys, Jonas Asymptotic risk decomposition for regularly varying distributions with tail dependence. (English) Zbl 07531273 Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022). MSC: 91G05 62P05 60E15 PDF BibTeX XML Cite \textit{E. Jaunė} and \textit{J. Šiaulys}, Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022; Zbl 07531273) Full Text: DOI OpenURL
Guo, Fenglong; Wang, Dingcheng; Peng, Jiangyan Tail asymptotic of discounted aggregate claims with compound dependence under risky investment. (English) Zbl 07530626 Commun. Stat., Theory Methods 48, No. 4, 810-830 (2019). MSC: 62E20 62P05 PDF BibTeX XML Cite \textit{F. Guo} et al., Commun. Stat., Theory Methods 48, No. 4, 810--830 (2019; Zbl 07530626) Full Text: DOI OpenURL
Chen, Yiqing; Yang, Yang Bivariate regular variation among randomly weighted sums in general insurance. (English) Zbl 1422.91334 Eur. Actuar. J. 9, No. 1, 301-322 (2019). MSC: 91B30 62P05 62E20 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Yang}, Eur. Actuar. J. 9, No. 1, 301--322 (2019; Zbl 1422.91334) Full Text: DOI OpenURL
Guo, Fenglong; Wang, Dingcheng Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return. (English) Zbl 1458.62244 Sci. China, Math. 62, No. 4, 735-750 (2019). MSC: 62P05 62E20 PDF BibTeX XML Cite \textit{F. Guo} and \textit{D. Wang}, Sci. China, Math. 62, No. 4, 735--750 (2019; Zbl 1458.62244) Full Text: DOI OpenURL
Jaunė, Eglė; Ragulina, Olena; Šiaulys, Jonas Expectation of the truncated randomly weighted sums with dominatedly varying summands. (English) Zbl 1412.62029 Lith. Math. J. 58, No. 4, 421-440 (2018). MSC: 62E20 60E15 91G10 91B30 PDF BibTeX XML Cite \textit{E. Jaunė} et al., Lith. Math. J. 58, No. 4, 421--440 (2018; Zbl 1412.62029) Full Text: DOI OpenURL
Chen, Yiqing; Yuan, Zhongyi A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks. (English) Zbl 1422.91335 Insur. Math. Econ. 73, 75-81 (2017). MSC: 91B30 62P05 62E20 62H20 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Z. Yuan}, Insur. Math. Econ. 73, 75--81 (2017; Zbl 1422.91335) Full Text: DOI OpenURL
Fu, Ke-Ang; Ng, Cheuk Yin Andrew Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments. (English) Zbl 1377.91109 Stat. Probab. Lett. 125, 227-235 (2017). MSC: 91B30 60K10 62P05 62E20 PDF BibTeX XML Cite \textit{K.-A. Fu} and \textit{C. Y. A. Ng}, Stat. Probab. Lett. 125, 227--235 (2017; Zbl 1377.91109) Full Text: DOI OpenURL
Yang, Yang; Zhang, Ting; Yuen, Kam C. Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. (English) Zbl 1364.91072 J. Comput. Appl. Math. 321, 143-159 (2017). MSC: 91B30 62E10 62P05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Comput. Appl. Math. 321, 143--159 (2017; Zbl 1364.91072) Full Text: DOI OpenURL
Vernic, Raluca Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model. (English) Zbl 1429.91285 Fuzzy Optim. Decis. Mak. 15, No. 2, 195-217 (2016). MSC: 91G05 90C70 91G10 PDF BibTeX XML Cite \textit{R. Vernic}, Fuzzy Optim. Decis. Mak. 15, No. 2, 195--217 (2016; Zbl 1429.91285) Full Text: DOI OpenURL
Tang, Qihe; Yuan, Zhongyi Randomly weighted sums of subexponential random variables with application to capital allocation. (English) Zbl 1328.62089 Extremes 17, No. 3, 467-493 (2014). MSC: 62E20 60G70 91G50 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, Extremes 17, No. 3, 467--493 (2014; Zbl 1328.62089) Full Text: DOI OpenURL
Fu, Ke-Ang; Ng, Cheuk Yin Andrew Uniform tail asymptotics for the sum of two correlated classes with stochastic returns and dependent heavy tails. (English) Zbl 1404.62105 Stoch. Models 30, No. 2, 197-215 (2014). MSC: 62P05 60G70 62E20 91G80 PDF BibTeX XML Cite \textit{K.-A. Fu} and \textit{C. Y. A. Ng}, Stoch. Models 30, No. 2, 197--215 (2014; Zbl 1404.62105) Full Text: DOI OpenURL
Tang, Qihe; Yuan, Zhongyi Asymptotic analysis of the loss given default in the presence of multivariate regular variation. (English) Zbl 1412.91056 N. Am. Actuar. J. 17, No. 3, 253-271 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{Z. Yuan}, N. Am. Actuar. J. 17, No. 3, 253--271 (2013; Zbl 1412.91056) Full Text: DOI OpenURL