On a risk model with dependence between claim sizes and claim intervals (Q947167): Difference between revisions

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+A ruin model with dependence between claim sizes and claim intervals
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+Simulation of ruin probabilities for risk processes of Markovian type
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+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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+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
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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