{"id":"https://openalex.org/W2883815807","doi":"https://doi.org/10.1145/3230905.3230945","title":"Asymptotic ruin probabilities in a discrete-time risk model with heavy-tailed random sums","display_name":"Asymptotic ruin probabilities in a discrete-time risk model with heavy-tailed random sums","publication_year":2018,"publication_date":"2018-05-02","ids":{"openalex":"https://openalex.org/W2883815807","doi":"https://doi.org/10.1145/3230905.3230945","mag":"2883815807"},"language":"en","primary_location":{"id":"doi:10.1145/3230905.3230945","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3230905.3230945","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the International Conference on Learning and Optimization Algorithms: Theory and Applications","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5035365933","display_name":"Mohamed Dakkon","orcid":null},"institutions":[{"id":"https://openalex.org/I240042149","display_name":"Abdelmalek Essa\u00e2di University","ror":"https://ror.org/03c4shz64","country_code":"MA","type":"education","lineage":["https://openalex.org/I240042149"]}],"countries":["MA"],"is_corresponding":false,"raw_author_name":"Mohamed Dakkon","raw_affiliation_strings":["D\u00e9partement de Statistique et Informatique de gestion, Universit\u00e9 Abdelmalek Essaadi, Tetouan, Morocco"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"D\u00e9partement de Statistique et Informatique de gestion, Universit\u00e9 Abdelmalek Essaadi, Tetouan, Morocco","institution_ids":["https://openalex.org/I240042149"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5031662131","display_name":"Abdallah Abarda","orcid":"https://orcid.org/0000-0002-9408-4991"},"institutions":[{"id":"https://openalex.org/I4210145365","display_name":"Universit\u00e9 Hassan 1er","ror":"https://ror.org/03cdvht47","country_code":"MA","type":"education","lineage":["https://openalex.org/I4210145365"]}],"countries":["MA"],"is_corresponding":false,"raw_author_name":"Abdallah Abarda","raw_affiliation_strings":["Laboratoire de Mod\u00e9lisation Math\u00e9matiques et de Calculs Economiques, FSJES, Universit\u00e9 Hassan 1er, Settat, Morocco"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Laboratoire de Mod\u00e9lisation Math\u00e9matiques et de Calculs Economiques, FSJES, Universit\u00e9 Hassan 1er, Settat, Morocco","institution_ids":["https://openalex.org/I4210145365"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5059079292","display_name":"Samya Tajmouati","orcid":"https://orcid.org/0000-0001-8221-1706"},"institutions":[{"id":"https://openalex.org/I3121676899","display_name":"Universit\u00e9 Ibn-Tofail","ror":"https://ror.org/02wj89n04","country_code":"MA","type":"education","lineage":["https://openalex.org/I3121676899"]}],"countries":["MA"],"is_corresponding":false,"raw_author_name":"Samya Tajmouati","raw_affiliation_strings":["Ibn Tofail University, Kenitra, Morocco"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Ibn Tofail University, Kenitra, Morocco","institution_ids":["https://openalex.org/I3121676899"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5088869767","display_name":"Mustapha El Moudden","orcid":"https://orcid.org/0000-0002-0884-0456"},"institutions":[{"id":"https://openalex.org/I4210153608","display_name":"Universit\u00e9 Moulay Ismail de Meknes","ror":"https://ror.org/04cnscd67","country_code":"MA","type":"education","lineage":["https://openalex.org/I4210153608"]}],"countries":["MA"],"is_corresponding":false,"raw_author_name":"Mustapha El Moudden","raw_affiliation_strings":["Department of Mathematics, Moulay Ismail University, Meknes, Morocco"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Moulay Ismail University, Meknes, Morocco","institution_ids":["https://openalex.org/I4210153608"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.09272584,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"4"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7234138250350952},{"id":"https://openalex.org/keywords/heavy-tailed-distribution","display_name":"Heavy-tailed distribution","score":0.6673873662948608},{"id":"https://openalex.org/keywords/risk-model","display_name":"Risk model","score":0.634739875793457},{"id":"https://openalex.org/keywords/maxima","display_name":"Maxima","score":0.5860907435417175},{"id":"https://openalex.org/keywords/ruin-theory","display_name":"Ruin theory","score":0.5525399446487427},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.5078900456428528},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.501227855682373},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.49458763003349304},{"id":"https://openalex.org/keywords/property","display_name":"Property (philosophy)","score":0.4715464413166046},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.39861083030700684},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.388286828994751},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.3427926003932953},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.07886192202568054}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7234138250350952},{"id":"https://openalex.org/C1602530","wikidata":"https://www.wikidata.org/wiki/Q1472677","display_name":"Heavy-tailed distribution","level":3,"score":0.6673873662948608},{"id":"https://openalex.org/C2986432223","wikidata":"https://www.wikidata.org/wiki/Q5449740","display_name":"Risk model","level":2,"score":0.634739875793457},{"id":"https://openalex.org/C91528185","wikidata":"https://www.wikidata.org/wiki/Q520952","display_name":"Maxima","level":3,"score":0.5860907435417175},{"id":"https://openalex.org/C29859451","wikidata":"https://www.wikidata.org/wiki/Q17082609","display_name":"Ruin theory","level":3,"score":0.5525399446487427},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.5078900456428528},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.501227855682373},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.49458763003349304},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.4715464413166046},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.39861083030700684},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.388286828994751},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.3427926003932953},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07886192202568054},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C554144382","wikidata":"https://www.wikidata.org/wiki/Q213156","display_name":"Performance art","level":2,"score":0.0},{"id":"https://openalex.org/C52119013","wikidata":"https://www.wikidata.org/wiki/Q50637","display_name":"Art history","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3230905.3230945","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3230905.3230945","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the International Conference on Learning and Optimization Algorithms: Theory and Applications","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.4399999976158142,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1498464051","https://openalex.org/W1973940563","https://openalex.org/W1975517907","https://openalex.org/W1980040616","https://openalex.org/W1991753520","https://openalex.org/W2029538550","https://openalex.org/W2056287528","https://openalex.org/W2079176310","https://openalex.org/W2086921236","https://openalex.org/W2089229084","https://openalex.org/W2093427832","https://openalex.org/W2110313886","https://openalex.org/W2150831981","https://openalex.org/W2325901369","https://openalex.org/W2502254989","https://openalex.org/W3123697640","https://openalex.org/W4206769493","https://openalex.org/W4229651066","https://openalex.org/W4301884499","https://openalex.org/W6645578346"],"related_works":["https://openalex.org/W2070419655","https://openalex.org/W2354594548","https://openalex.org/W2772626097","https://openalex.org/W2366136473","https://openalex.org/W2073365822","https://openalex.org/W2392044194","https://openalex.org/W2370982016","https://openalex.org/W1714215526","https://openalex.org/W2353641022","https://openalex.org/W1602178467"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3,19],"consider":[4],"a":[5],"discrete":[6],"time":[7],"insurance":[8],"risk":[9],"model":[10],"with":[11],"some":[12,60,66],"large":[13,61],"classes":[14,62],"of":[15,24,27,36,40,56,63],"heavy-tailed":[16,64],"claim":[17],"distributions.":[18],"show":[20],"that":[21],"the":[22,25,28,34,37,41,49,53],"probabilities":[23,39,58],"maxima":[26],"partial":[29],"sums":[30],"asymptotically":[31],"equal":[32],"to":[33,55],"sum":[35],"tail":[38],"individual":[42],"random":[43],"variables.":[44],"We":[45],"will":[46],"study":[47],"partially":[48],"asymptotic":[50],"property":[51],"extending":[52],"result":[54],"ruin":[57],"for":[59],"distributions.Finally":[65],"numerical":[67],"illustrations":[68],"are":[69],"given.":[70]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}