## Found 14 Documents (Results 1–14)

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### Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. (English)Zbl 1460.91298

MSC:  91G70 60G70
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### Ruin probability for the bi-seasonal discrete time risk model with dependent claims. (English)Zbl 1425.91231

MSC:  91B30 91B70
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### Expectation of the truncated randomly weighted sums with dominatedly varying summands. (English)Zbl 1412.62029

MSC:  62E20 60E15 91G10 91B30
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### On the random max-closure for heavy-tailed random variables. (English)Zbl 1373.60031

MSC:  60E05 62E10 60G70
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### The finite-time ruin probability for an inhomogeneous renewal risk model. (English)Zbl 1369.91078

MSC:  91B30 60K05
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### Randomly stopped maximum and maximum of sums with consistently varying distributions. (English)Zbl 1372.60064

MSC:  60G50 60E05
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### Gerber-Shiu function for the discrete inhomogeneous claim case. (English)Zbl 1255.91176

MSC:  91B30 60G50
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### Finite-horizon ruin probability asymptotics in the compound discrete-time risk model. (English)Zbl 1227.91022

MSC:  91B30 62P05
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### Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. (English)Zbl 1229.91169

MSC:  91B30 91B70 60K10
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### Asymptotic behaviour of the finite-time ruin probability in renewal risk models. (English)Zbl 1224.91070

MSC:  91B30 60K20
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### A property of the renewal counting process with application to the finite-time ruin probability. (English)Zbl 1185.60098

MSC:  60K05 60F10 91B30
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### On the Gerber-Shiu discounted penalty function for subexponential claims. (English)Zbl 1131.60080

Lith. Math. J. 46, No. 4, 487-493 (2006); and Liet. Mat. Rink. 46, No. 4, 598-605 (2006).
MSC:  60K10 60K05 91B30
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