A ruin model with dependence between claim sizes and claim intervals (Q704406): Difference between revisions

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+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2003.09.009
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+W2128303198
@@ Property / OpenAlex ID: W2128303198 / rank @@
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@@ Property / cites work @@
+Single-server queue with Markov-dependent inter-arrival and service times
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@@ Property / cites work @@
+Simulation of ruin probabilities for risk processes of Markovian type
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@@ Property / cites work @@
+Matrix‐analytic Models and their Analysis
@@ Property / cites work: Matrix‐analytic Models and their Analysis / rank @@
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@@ Property / cites work @@
+Q4379506
@@ Property / cites work: Q4379506 / rank @@
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@@ Property / cites work @@
+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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@@ Property / cites work @@
+A queueing model with dependence between service and interarrival times
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@@ Property / cites work @@
+On the role of Rouché's theorem in queueing analysis
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@@ Property / cites work @@
+Ruin probability with claims modeled by a stationary ergodic stable process.
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+The supremum of a negative drift random walk with dependent heavy-tailed steps.
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@@ Property / cites work @@
+Asymptotic ruin probabilities for risk processes with dependent increments.
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+Rough descriptions of ruin for a general class of surplus processes
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+Large deviations for the time of ruin
@@ Property / cites work: Large deviations for the time of ruin / rank @@
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