2 papers
math.PR2024
Uniform asymptotic estimates for ruin probabilities of a multidimensional risk model with cadlag returns and multivariate heavy tailed claims
Dimitrios G. Konstantinides, Charalampos D. Passalidis
We study a multidimensional renewal risk model, with common counting process and cadlag returns. Considering that the claim vectors have common distribution from some multivariate…
math.PR2024
Closure properties in positively decreasing and related distributions under dependence
Dimitrios G. Konstantinides, Charalampos D. Passalidis, Nikolaos E. Porichis
We consider closure properties in the class of positively decreasing distributions. Our results stem from different types of dependence, but each type belongs in the family of asym…