Matches in SemOpenAlex for { <https://semopenalex.org/work/W4226372223> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W4226372223 endingPage "8017" @default.
- W4226372223 startingPage "8002" @default.
- W4226372223 abstract "This paper considers a generalized bidimensional continuous-time risk model with subexponential claims, constant force of interest and Brownian perturbations, where the claim sizes from each line of business are dependent according to some dependence structure and the two components of each claim-inter-arrival-time vector are arbitrarily dependent. Some asymptotic presentations are shown for the finite-time sum ruin probability defined as the probability that the sum of two surplus processes generated by two lines of business goes below zero over a time horizon [0,t]. Particularly, the claim-number processes from different lines of business can be arbitrarily dependent when the claim sizes are long-tailed and dominatedly-varying-tailed." @default.
- W4226372223 created "2022-05-05" @default.
- W4226372223 creator A5018877639 @default.
- W4226372223 creator A5019274013 @default.
- W4226372223 creator A5021678671 @default.
- W4226372223 creator A5065784927 @default.
- W4226372223 date "2022-04-07" @default.
- W4226372223 modified "2023-10-06" @default.
- W4226372223 title "Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims" @default.
- W4226372223 cites W1972706824 @default.
- W4226372223 cites W1975517907 @default.
- W4226372223 cites W2010074743 @default.
- W4226372223 cites W2028557192 @default.
- W4226372223 cites W2050170393 @default.
- W4226372223 cites W2069917243 @default.
- W4226372223 cites W2086005600 @default.
- W4226372223 cites W2414211127 @default.
- W4226372223 cites W2502254989 @default.
- W4226372223 cites W2605099276 @default.
- W4226372223 cites W2802842333 @default.
- W4226372223 cites W2901314747 @default.
- W4226372223 cites W2922115524 @default.
- W4226372223 cites W2965102167 @default.
- W4226372223 cites W2998367873 @default.
- W4226372223 cites W3016288520 @default.
- W4226372223 cites W3127585909 @default.
- W4226372223 cites W3171063026 @default.
- W4226372223 cites W3215081638 @default.
- W4226372223 cites W4292334561 @default.
- W4226372223 doi "https://doi.org/10.1080/03610926.2022.2055072" @default.
- W4226372223 hasPublicationYear "2022" @default.
- W4226372223 type Work @default.
- W4226372223 citedByCount "1" @default.
- W4226372223 countsByYear W42263722232023 @default.
- W4226372223 crossrefType "journal-article" @default.
- W4226372223 hasAuthorship W4226372223A5018877639 @default.
- W4226372223 hasAuthorship W4226372223A5019274013 @default.
- W4226372223 hasAuthorship W4226372223A5021678671 @default.
- W4226372223 hasAuthorship W4226372223A5065784927 @default.
- W4226372223 hasConcept C105795698 @default.
- W4226372223 hasConcept C112401455 @default.
- W4226372223 hasConcept C114614502 @default.
- W4226372223 hasConcept C121332964 @default.
- W4226372223 hasConcept C121864883 @default.
- W4226372223 hasConcept C199360897 @default.
- W4226372223 hasConcept C2777027219 @default.
- W4226372223 hasConcept C28826006 @default.
- W4226372223 hasConcept C29859451 @default.
- W4226372223 hasConcept C2986432223 @default.
- W4226372223 hasConcept C33923547 @default.
- W4226372223 hasConcept C41008148 @default.
- W4226372223 hasConcept C75432250 @default.
- W4226372223 hasConceptScore W4226372223C105795698 @default.
- W4226372223 hasConceptScore W4226372223C112401455 @default.
- W4226372223 hasConceptScore W4226372223C114614502 @default.
- W4226372223 hasConceptScore W4226372223C121332964 @default.
- W4226372223 hasConceptScore W4226372223C121864883 @default.
- W4226372223 hasConceptScore W4226372223C199360897 @default.
- W4226372223 hasConceptScore W4226372223C2777027219 @default.
- W4226372223 hasConceptScore W4226372223C28826006 @default.
- W4226372223 hasConceptScore W4226372223C29859451 @default.
- W4226372223 hasConceptScore W4226372223C2986432223 @default.
- W4226372223 hasConceptScore W4226372223C33923547 @default.
- W4226372223 hasConceptScore W4226372223C41008148 @default.
- W4226372223 hasConceptScore W4226372223C75432250 @default.
- W4226372223 hasFunder F4320321001 @default.
- W4226372223 hasIssue "22" @default.
- W4226372223 hasLocation W42263722231 @default.
- W4226372223 hasOpenAccess W4226372223 @default.
- W4226372223 hasPrimaryLocation W42263722231 @default.
- W4226372223 hasRelatedWork W1979627594 @default.
- W4226372223 hasRelatedWork W1988942506 @default.
- W4226372223 hasRelatedWork W2354594548 @default.
- W4226372223 hasRelatedWork W2366136473 @default.
- W4226372223 hasRelatedWork W2382334877 @default.
- W4226372223 hasRelatedWork W2388372331 @default.
- W4226372223 hasRelatedWork W2392044194 @default.
- W4226372223 hasRelatedWork W2772626097 @default.
- W4226372223 hasRelatedWork W2901314747 @default.
- W4226372223 hasRelatedWork W2747642362 @default.
- W4226372223 hasVolume "52" @default.
- W4226372223 isParatext "false" @default.
- W4226372223 isRetracted "false" @default.
- W4226372223 workType "article" @default.