Chen, Yu; Ma, Mengyuan; Sun, Hongfang Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model. (English) Zbl 1520.91318 Insur. Math. Econ. 111, 142-162 (2023). MSC: 91G05 62P05 60G70 62G32 PDFBibTeX XMLCite \textit{Y. Chen} et al., Insur. Math. Econ. 111, 142--162 (2023; Zbl 1520.91318) Full Text: DOI
Li, Jinzhu Asymptotic results on marginal expected shortfalls for dependent risks. (English) Zbl 1484.91393 Insur. Math. Econ. 102, 146-168 (2022). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{J. Li}, Insur. Math. Econ. 102, 146--168 (2022; Zbl 1484.91393) Full Text: DOI
Lehtomaa, Jaakko; Resnick, Sidney I. Asymptotic independence and support detection techniques for heavy-tailed multivariate data. (English) Zbl 1448.62074 Insur. Math. Econ. 93, 262-277 (2020). MSC: 62H12 62E20 62G32 62G05 60G70 60G57 PDFBibTeX XMLCite \textit{J. Lehtomaa} and \textit{S. I. Resnick}, Insur. Math. Econ. 93, 262--277 (2020; Zbl 1448.62074) Full Text: DOI arXiv
Bhati, Deepesh; Ravi, Sreenivasan On generalized log-Moyal distribution: a new heavy tailed size distribution. (English) Zbl 1401.91102 Insur. Math. Econ. 79, 247-259 (2018). MSC: 91B30 62P05 62G32 62E10 PDFBibTeX XMLCite \textit{D. Bhati} and \textit{S. Ravi}, Insur. Math. Econ. 79, 247--259 (2018; Zbl 1401.91102) Full Text: DOI
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 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{Z. Yuan}, Insur. Math. Econ. 73, 75--81 (2017; Zbl 1422.91335) Full Text: DOI
Sun, Ying; Wei, Li The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks. (English) Zbl 1306.91086 Insur. Math. Econ. 59, 178-183 (2014). MSC: 91B30 62P05 62E20 62H20 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{L. Wei}, Insur. Math. Econ. 59, 178--183 (2014; Zbl 1306.91086) Full Text: DOI
Guillén, Montserrat; Sarabia, José María; Prieto, Faustino Simple risk measure calculations for sums of positive random variables. (English) Zbl 1284.60029 Insur. Math. Econ. 53, No. 1, 273-280 (2013). MSC: 60E05 91B30 62P05 PDFBibTeX XMLCite \textit{M. Guillén} et al., Insur. Math. Econ. 53, No. 1, 273--280 (2013; Zbl 1284.60029) Full Text: DOI
Qu, Zhihui; Chen, Yu Approximations of the tail probability of the product of dependent extremal random variables and applications. (English) Zbl 1284.60105 Insur. Math. Econ. 53, No. 1, 169-178 (2013). MSC: 60G70 62H05 62E17 62P05 91B30 PDFBibTeX XMLCite \textit{Z. Qu} and \textit{Y. Chen}, Insur. Math. Econ. 53, No. 1, 169--178 (2013; Zbl 1284.60105) Full Text: DOI
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions. (English) Zbl 1284.62211 Insur. Math. Econ. 52, No. 3, 550-559 (2013). MSC: 62G05 62G20 91B30 PDFBibTeX XMLCite \textit{E. H. Deme} et al., Insur. Math. Econ. 52, No. 3, 550--559 (2013; Zbl 1284.62211) Full Text: DOI HAL
Biard, Romain; Lefèvre, Claude; Loisel, Stéphane Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed. (English) Zbl 1152.91565 Insur. Math. Econ. 43, No. 3, 412-421 (2008). MSC: 91B30 60J99 60K10 PDFBibTeX XMLCite \textit{R. Biard} et al., Insur. Math. Econ. 43, No. 3, 412--421 (2008; Zbl 1152.91565) Full Text: DOI
Jaimungal, Sebastian; Young, Virginia R. Pricing equity-linked pure endowments with risky assets that follow Lévy processes. (English) Zbl 1242.60069 Insur. Math. Econ. 36, No. 3, 329-346 (2005). MSC: 60H30 60G51 60H10 91G80 91B30 PDFBibTeX XMLCite \textit{S. Jaimungal} and \textit{V. R. Young}, Insur. Math. Econ. 36, No. 3, 329--346 (2005; Zbl 1242.60069) Full Text: DOI
Laeven, Roger J. A.; Goovaerts, Marc J.; Hoedemakers, Tom Some asymptotic results for sums of dependent random variables, with actuarial applications. (English) Zbl 1099.91068 Insur. Math. Econ. 37, No. 2, 154-172 (2005). Reviewer: Bero Roos (Hamburg) MSC: 91B30 62E20 62P05 PDFBibTeX XMLCite \textit{R. J. A. Laeven} et al., Insur. Math. Econ. 37, No. 2, 154--172 (2005; Zbl 1099.91068) Full Text: DOI
Cai, Jun; Dickson, David C. M. Ruin probabilities with a Markov chain interest model. (English) Zbl 1122.91340 Insur. Math. Econ. 35, No. 3, 513-525 (2004). MSC: 91B30 60J20 PDFBibTeX XMLCite \textit{J. Cai} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 35, No. 3, 513--525 (2004; Zbl 1122.91340) Full Text: DOI Link