The Ruin Probability of a Discrete-Time Risk Model with a One-Sided Linear Claim Process (Q2892639): Difference between revisions

@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted sums of subexponential random variables and their maxima
+Normal rank
@@ Property / cites work @@
+Ruin probabilities with a Markov chain interest model
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin problems with compounding assets
@@ Property / cites work: Ruin problems with compounding assets / rank @@
+Normal rank
@@ Property / cites work @@
+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
+Normal rank
@@ Property / cites work @@
+Risk theory in a stochastic economic environment
@@ Property / cites work: Risk theory in a stochastic economic environment / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp conditions for certain ruin in a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Ruin theory with compounding assets -- a survey
@@ Property / cites work: Ruin theory with compounding assets -- a survey / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin theory with stochastic return on investments
@@ Property / cites work: Ruin theory with stochastic return on investments / rank @@
+Normal rank
@@ Property / cites work @@
+Use of differential and integral inequalities to bound ruin and queuing probabilities
+Normal rank
@@ Property / cites work @@
+The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
+Normal rank
@@ Property / cites work @@
+Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rate
+Normal rank
@@ Property / cites work @@
+Non-exponential Bounds for Ruin Probability with Interest Effect Included
+Normal rank
@@ Property / cites work @@
+MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE  MODEL WITH CONSTANT INTEREST RATE
+Normal rank