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When the claim size distribution belongs to some classes of heavy-tailed distributions and a constraint is imposed on the L\u00e9vy process in terms of its Laplace exponent, we obtain some asymptotic formulae for the tail probability of discounted aggregate claims and ruin probabilities holding uniformly for some finite or infinite time horizons.<\/jats:p>","DOI":"10.1017\/s0021900200011591","type":"journal-article","created":{"date-parts":[[2016,3,29]],"date-time":"2016-03-29T14:50:01Z","timestamp":1459263001000},"page":"669-684","source":"Crossref","is-referenced-by-count":1,"title":["Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models"],"prefix":"10.1017","volume":"51","author":[{"given":"Yang","family":"Yang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Kaiyong","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Dimitrios G.","family":"Konstantinides","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2016,2,19]]},"reference":[{"key":"S0021900200011591_ref19","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1037125862"},{"key":"S0021900200011591_ref20","doi-asserted-by":"publisher","DOI":"10.2307\/1427849"},{"key":"S0021900200011591_ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2005.09.002"},{"key":"S0021900200011591_ref16","doi-asserted-by":"publisher","DOI":"10.1007\/s10687-004-4728-4"},{"key":"S0021900200011591_ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2011.10.012"},{"key":"S0021900200011591_ref9","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176346079"},{"key":"S0021900200011591_ref14","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177699260"},{"key":"S0021900200011591_ref8","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2008.03.009"},{"key":"S0021900200011591_ref13","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-6687(02)00189-0"},{"key":"S0021900200011591_ref7","volume-title":"Financial Modelling with Jump Processes","year":"2004"},{"key":"S0021900200011591_ref12","doi-asserted-by":"publisher","DOI":"10.1080\/03461238.1998.10413991"},{"key":"S0021900200011591_ref6","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4149(94)90113-9"},{"key":"S0021900200011591_ref11","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4149(01)00148-X"},{"key":"S0021900200011591_ref5","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2006.06.004"},{"key":"S0021900200011591_ref10","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-6687(00)00045-7"},{"key":"S0021900200011591_ref4","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2004.01.007"},{"key":"S0021900200011591_ref3","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176993784"},{"key":"S0021900200011591_ref2","volume-title":"Regular Variation","year":"1987"},{"key":"S0021900200011591_ref1","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1028903531"},{"key":"S0021900200011591_ref27","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2006.04.012"},{"key":"S0021900200011591_ref26","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2003.10.007"},{"key":"S0021900200011591_ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2009.09.023"},{"key":"S0021900200011591_ref24","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2009.12.002"},{"key":"S0021900200011591_ref23","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2003.07.001"},{"key":"S0021900200011591_ref22","doi-asserted-by":"publisher","DOI":"10.1239\/jap\/1183667401"},{"key":"S0021900200011591_ref21","doi-asserted-by":"publisher","DOI":"10.1239\/jap\/1127322015"},{"key":"S0021900200011591_ref18","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4149(93)90010-2"}],"container-title":["Journal of Applied Probability"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0021900200011591","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,4,26]],"date-time":"2023-04-26T09:11:06Z","timestamp":1682500266000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0021900200011591\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,9]]},"references-count":27,"journal-issue":{"issue":"03","published-print":{"date-parts":[[2014,9]]}},"alternative-id":["S0021900200011591"],"URL":"https:\/\/doi.org\/10.1017\/s0021900200011591","relation":{},"ISSN":["0021-9002","1475-6072"],"issn-type":[{"value":"0021-9002","type":"print"},{"value":"1475-6072","type":"electronic"}],"subject":[],"published":{"date-parts":[[2014,9]]}}}