Ruin probabilities for Bayesian exchangeable claims processes (Q899543): 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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+Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
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+Applied Probability and Queues
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+Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
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+Tail probabilities for non-standard risk and queueing processes with subexponential jumps
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+Q5591971
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+Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
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+A Review on Phase-type Distributions and their Use in Risk Theory
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+The discrete-time risk model with correlated classes of business
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+A Bayesian analysis of some nonparametric problems
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+Ruin theory in the linear model
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+Logarithmic asymptotics for steady-state tail probabilities in a single-server queue
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+Gerber-Shiu risk theory
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+The Logistic Normal Distribution for Bayesian, Nonparametric, Predictive Densities
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+Solvency II – towards a new insurance supervisory system in the EU
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+On the probability of ruin in a Markov-modulated risk model
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+Exchangeable claim sizes in a compound Poisson-type process
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+Ruin probability with claims modeled by a stationary ergodic stable process.
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+The supremum of a negative drift random walk with dependent heavy-tailed steps.
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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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+The probability of ruin in a process with dependent increments
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+Q4230625
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+The stability of conditional Markov processes and Markov chains in random environments
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