Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3924997 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4726487 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some concepts of negative dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted sums of subexponential random variables and their maxima / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponentiality of the product of independent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4743586 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic tail probabilities of sums of dependent subexponential random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Negative association of random variables, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4382161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hidden regular variation, second order regular variation and asymptotic independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform estimate for maximum of randomly weighted sums with applications to ruin theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probabilities in a discrete time risk model with dependent risks of heavy tail / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation of the tail probability of randomly weighted sums and applications / rank
 
Normal rank

Latest revision as of 03:34, 3 July 2024

scientific article
Language Label Description Also known as
English
Approximation for the ruin probabilities in a discrete time risk model with dependent risks
scientific article

    Statements

    Approximation for the ruin probabilities in a discrete time risk model with dependent risks (English)
    0 references
    26 August 2010
    0 references
    asymptotics
    0 references
    nonconstant interest rates
    0 references
    ruin probability
    0 references
    dependent risks
    0 references
    discrete time risk model
    0 references
    0 references
    0 references

    Identifiers