Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633): Difference between revisions

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+Risk theory in a stochastic economic environment
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+Normal rank
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+Ruin theory with stochastic return on investments
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+Normal rank
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+Distributions for the risk process with a stochastic return on investments.
+Normal rank
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+Power tailed ruin probabilities in the presence of risky investments.
+Normal rank
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+Ruin probabilities and penalty functions with stochastic rates of interest
+Normal rank
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+Ruin probabilities for a~risk process with stochastic return on investments.
+Normal rank
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+On the renewal risk process with stochastic interest
+Normal rank
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+Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model
+Normal rank
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+Ruin probabilities in the presence of heavy-tails and interest rates
+Normal rank
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+Ruin under interest force and subexponential claims: a simple treatment.
+Normal rank
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+Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.
+Normal rank
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+The finite-time ruin probability of the compound Poisson model with constant interest force
+Normal rank
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+A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
+Normal rank
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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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+Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims
+Normal rank
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+Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate
+Normal rank
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+Asymptotics in a time-dependent renewal risk model with stochastic return
+Normal rank
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+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
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+Q4726487
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+Normal rank
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
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+Financial Modelling with Jump Processes
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+Normal rank
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+Characterization of tails through hazard rate and convolution closure properties
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+Subexponentiality of the product of independent random variables
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+Tail asymptotics for exponential functionals of Lévy processes
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