Tang, Q. and Tsitsiashvili, G. (2003) Precise Estimates for the Ruin Probability in Finite Horizon in a Discrete-Time Model with Heavy-Tailed Insurance and Financial Risks. Stochastic Processes and Their Applications, 108, 299-325.
http://dx.doi.org/10.1016/j.spa.2003.07.001

has been cited by the following article:

• TITLE: Ruin Probabilities in Risk Based on a Generalized FGM Dependence Structure

  AUTHORS: Liyi Wen

  KEYWORDS: Insurance and Financial Risks, Ruin Probabilities, Generalized FGM Distribution, Strongly Regular Variation Class

  JOURNAL NAME: Open Access Library Journal, Vol.3 No.5, May 24, 2016

  ABSTRACT: In this paper, we consider a discrete time insurance risk model, in which insurance and financial risks jointly follow a bivariate generalized FGM distribution. Assuming that every convex combination of the marginal distributions of insurance and financial risks belongs to strongly regular variation class, we derive some asymptotic equivalence formulas for these probabilities with both finite and infinite time horizons, all in the form of linear combinations of the tail probabilities of the insurance and financial risks.