most citedAsymptotics for a discrete-time risk model with the emphasis on financial risk

15 citations · 16 across the 2 of their papers we have counts for

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2 papers

math.PR2014★ 1 cited

Tail Behaviour of Weighted Sums of Order Statistics of Dependent Risks

Enkelejd Hashorva, Jinzhi Li

Let be real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum…

math.PR2014★ 15 cited

Asymptotics for a discrete-time risk model with the emphasis on financial risk

Enkelejd Hashorva, Jinzhu Li

This paper focuses on a discrete-time risk model in which both insurance risk and financial risk are taken into account. We study the asymptotic behaviour of the ruin probability a…