Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702): Difference between revisions

@@ Property / cites work @@
+On distributional properties of perpetuities
@@ Property / cites work: On distributional properties of perpetuities / rank @@
+Normal rank
@@ Property / cites work @@
+Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
+Normal rank
@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4082108
@@ Property / cites work: Q4082108 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Analysis of Random Walks
@@ Property / cites work: Asymptotic Analysis of Random Walks / rank @@
+Normal rank
@@ Property / cites work @@
+The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
+Normal rank
@@ Property / cites work @@
+Random recurrence equations and ruin in a Markov-dependent stochastic economic environment
+Normal rank
@@ Property / cites work @@
+The moment index of minima
@@ Property / cites work: The moment index of minima / rank @@
+Normal rank
@@ Property / cites work @@
+The moment index of minima. II.
@@ Property / cites work: The moment index of minima. II. / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations techniques and applications.
@@ Property / cites work: Large deviations techniques and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Heavy-Tailed and Subexponential Distributions
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
@@ Property / cites work @@
+Stability of perpetuities
@@ Property / cites work: Stability of perpetuities / rank @@
+Normal rank
@@ Property / cites work @@
+General Irreducible Markov Chains and Non-Negative Operators
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities in a general economic environment
+Normal rank
@@ Property / cites work @@
+Finite and infinite time ruin probabilities in a stochastic economic environment.
+Normal rank
@@ Property / cites work @@
+On stochastic difference equations in insurance ruin theory
+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 @@
+On Cramér-like asymptotics for risk processes with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
+Normal rank
@@ Property / cites work @@
+Randomly weighted sums of subexponential random variables with application to ruin theory
+Normal rank
@@ Property / cites work @@
+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
+Normal rank