The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233): Difference between revisions

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+Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
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+Q5674726
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+Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
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+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
+Normal rank
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+Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums
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+Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
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+Subexponentiality of the product of independent random variables
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+Financial Modelling with Jump Processes
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+A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
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+The finite-time ruin probability for the jump-diffusion model with constant interest force
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+Ruin under interest force and subexponential claims: a simple treatment.
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+Ruin probabilities in the presence of heavy-tails and interest rates
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+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
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+Asymptotics in a time-dependent renewal risk model with stochastic return
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+A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation
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+On the ruin probabilities of a bidimensional perturbed risk model
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+Characterizations and examples of hidden regular variation
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+Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns
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+Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments
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+A Note on Cumulative Sums
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+The finite-time ruin probability of the compound Poisson model with constant interest force
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+On convolution equivalence with applications
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+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
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+Randomly weighted sums of subexponential random variables with application to capital allocation
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+Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
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+Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
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+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
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+Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims
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+Uniform Asymptotics for Discounted Aggregate Claims in Dependent Risk Models
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