This paper studies the joint tail behavior of two randomly weighted sums∑ i= 1 m Θ i X i
and∑ j= 1 n θ j Y j for some m, n∈ ℕ∪{∞}, in which the primary random variables {X i; i∈ …

The discrete time insurance risk process with a constant interest force is an interesting
stochastic model in risk theory. This paper considers the issue of ruin probabilities of an …

Consider an insurer who makes risky investments and hence faces both insurance and
financial risks. The insurance business is described by a discrete-time risk model modulated …

The aim of this paper is to study optimal risk-and value-based management decisions
regarding a non-life insurer's investment strategy by maximizing shareholder value based …

Following the work of Cheng and Cheng (2018)[6], we reexamine the tail probability of
randomly weighted sums of dependent subexponential random variables. Precisely …

This paper considers a non-standard renewal risk model with constant force of interest,
where each main claim may derive a delayed claim occurring after a random period of time …

Multivariate regular variation is a key concept that has been applied in finance, insurance,
and risk management. This paper proposes a new dependence assumption via a framework …

We study the background risk model under a various forms of dependence and some
distribution classes of heavy tails. First, we study the asymptotic behavior of tail expectation …

We are interested in the ruin probability of an insurer who makes risky investments and
hence faces both insurance and financial risks. Assume that the insurance and financial …

In this paper we consider the sum S n ξ≔ ξ 1+…+ ξ n of (possibly dependent and
nonidentically distributed) real-valued random variables ξ 1,…, ξ n with dominatedly varying …