Pages that link to "Item:Q880855"
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The following pages link to Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory (Q880855):
Displaying 25 items.
- On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847) (← links)
- Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
- The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309) (← links)
- The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
- Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
- On a two-dimensional risk model with time-dependent claim sizes and risky investments (Q724520) (← links)
- Tail behavior of the product of two dependent random variables with applications to risk theory (Q907381) (← links)
- Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103) (← links)
- Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
- Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
- Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims (Q1952664) (← links)
- Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327) (← links)
- Uniform asymptotics for a delay-claims risk model with constant force of interest and by-claims arriving according to a counting process (Q2298661) (← links)
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425) (← links)
- Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508) (← links)
- The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962) (← links)
- Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198) (← links)
- Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
- The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467) (← links)
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks (Q4576918) (← links)
- Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims (Q4915657) (← links)
- A note on the asymptotics for the randomly stopped weighted sums (Q4968186) (← links)
- Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
