Pages that link to "Item:Q3685056"
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The following pages link to Approximations for the probability of ruin within finite time (Q3685056):
Displayed 29 items.
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Interest and mortality randomness in some annuities (Q923581) (← links)
- Adaptive control strategies and dependence of finite time ruin on the premium loading (Q939330) (← links)
- Risk theory insight into a zone-adaptive control strategy (Q998280) (← links)
- Conjugate processes and the simulation of ruin problems (Q1063341) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
- Large deviations for the maxima of some random fields (Q1088280) (← links)
- Approximation of the initial reserve for known ruin probabilities (Q1089712) (← links)
- Computational methods in risk theory: a matrix-algorithmic approach (Q1185319) (← links)
- Ruin theory with compounding assets -- a survey (Q1265912) (← links)
- Non-Poissonian claims' arrivals and calculation of the probability of ruin (Q1265923) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- The probability of ruin in finite time (Q1589832) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- Taylor-series expansion for multivariate characteristics of classical risk processes (Q1921977) (← links)
- Practical approximations for multivariate characteristics of risk processes (Q1974037) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- Level premium rates as a function of initial capital (Q2442540) (← links)
- Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
- Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model (Q2830192) (← links)
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
- Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation (Q3157866) (← links)
- Stability of the exit time for Lévy processes (Q3173002) (← links)
- Corrected normal approximation for the probability of ruin within finite time (Q4322971) (← links)
- Approximations for Finite Horizon Ruin Probabilities in the Renewal Model (Q4512136) (← links)
- Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time (Q4715563) (← links)
- Uniform renewal theory with applications to expansions of random geometric sums (Q5443152) (← links)