On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2013.09.020
@@ Property / DOI: 10.1016/j.insmatheco.2013.09.020 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+SageMath
@@ Property / describes a project that uses: SageMath / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+MPFR
@@ Property / describes a project that uses: MPFR / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+gmp
@@ Property / describes a project that uses: gmp / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+DLMF
@@ Property / describes a project that uses: DLMF / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2013.09.020
+Normal rank
@@ Property / OpenAlex ID @@
+W1990556446
@@ Property / OpenAlex ID: W1990556446 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
+Normal rank
@@ Property / cites work @@
+A ruin model with dependence between claim sizes and claim intervals
+Normal rank
@@ Property / cites work @@
+Explicit ruin formulas for models with dependence among risks
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Computational methods in risk theory: a matrix-algorithmic approach
+Normal rank
@@ Property / cites work @@
+Complex Analysis
@@ Property / cites work: Complex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
+Normal rank
@@ Property / cites work @@
+Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model.
+Normal rank
@@ Property / cites work @@
+Q2735628
@@ Property / cites work: Q2735628 / rank @@
+Normal rank
@@ Property / cites work @@
+Partial subdifferentials, derivates and Rademacher’s Theorem
+Normal rank
@@ Property / cites work @@
+Hitting probabilities and large deviations
@@ Property / cites work: Hitting probabilities and large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
+Normal rank
@@ Property / cites work @@
+Optimal joint survival reinsurance: an efficient frontier approach
+Normal rank
@@ Property / cites work @@
+Estimates for the probability of ruin with special emphasis on the possibility of large claims
+Normal rank
@@ Property / cites work @@
+Mellin transforms and asymptotics: Finite differences and Rice's integrals
+Normal rank
@@ Property / cites work @@
+Copula credibility for aggregate loss models
@@ Property / cites work: Copula credibility for aggregate loss models / rank @@
+Normal rank
@@ Property / cites work @@
+A Primer on Copulas for Count Data
@@ Property / cites work: A Primer on Copulas for Count Data / rank @@
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
@@ Property / cites work @@
+Q4307619
@@ Property / cites work: Q4307619 / rank @@
+Normal rank
@@ Property / cites work @@
+Chain rules for higher derivatives
@@ Property / cites work: Chain rules for higher derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
+Normal rank
@@ Property / cites work @@
+Q3511011
@@ Property / cites work: Q3511011 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379537
@@ Property / cites work: Q4379537 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the presence of heavy-tails and interest rates
+Normal rank
@@ Property / cites work @@
+On finite-time ruin probabilities for classical risk models
+Normal rank
@@ Property / cites work @@
+Finite-time ruin probabilities for discrete, possibly dependent, claim severities
+Normal rank
@@ Property / cites work @@
+A new look at the homogeneous risk model
@@ Property / cites work: A new look at the homogeneous risk model / rank @@
+Normal rank
@@ Property / cites work @@
+A review of discrete-time risk models
@@ Property / cites work: A review of discrete-time risk models / rank @@
+Normal rank
@@ Property / cites work @@
+Doubly periodic non-homogeneous Poisson models for hurricane data
+Normal rank
@@ Property / cites work @@
+On the composition operator in \({\mathcal {AC}}[a,b]\)
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3579593
@@ Property / cites work: Q3579593 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilité de ruine éventuelle dans un modèle de risque à temps discret
+Normal rank
@@ Property / cites work @@
+Multirisks model and finite-time ruin probabilities
+Normal rank
@@ Property / cites work @@
+Q5421906
@@ Property / cites work: Q5421906 / rank @@
+Normal rank
@@ Property / cites work @@
+ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS
@@ Property / cites work: ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times
+Normal rank
@@ Property / cites work @@
+Q2801416
@@ Property / cites work: Q2801416 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the compound binomial model
@@ Property / cites work: Ruin probabilities in the compound binomial model / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2013.09.020
@@ Property / DOI: 10.1016/J.INSMATHECO.2013.09.020 / rank @@
+Normal rank